My current gym listen is
The Civil War (1861-1865): A History Podcast. It's really, really good show that covers the entire period of the American Civil War - a period of history I find particularly fascinating - in exhausting detail.
I only had a very broad knowledge of it before, but this show really explains every aspect - most importantly it really goes into the causes of the war, and contextualises everything - for instance I'm many hours into the back catalogue (episode 41) and the war itself has only just broken out. Every key player gets their own dedicated show - often more than one - that tells their biography.
As the hosts are teachers by profession, everything is conveyed in a very homely, simple, yet unpatronising fashion - there is a lot of repetition and summarising, which really helps what you've learned to sink in. Every show ends with a book recommendation, in case you want to do further reading on the subject.
Can't recommend it highly enough.
http://civilwarpodcast.blogspot.com
I'm listening to the show in tandem with Ken Burn's
The Civil War documentary series. I only had knowledge of this from the episode of
Community that riffs on it (S03E14 - 'Pillows and Blankets'), but the doc itself is superb. I was thrilled to see that almost all of Burn's complete back catalogue is on Netflix (US, not sure about UK). Lots of great stuff there to dig into.