This American Life (Radio Program)
It had been a few years since I'd listened to more than 10-15 minutes of the show but after randomly listening to episode 286 (Mind Games
- link includes full episode) it's clear that I've been missing out.
It's the best episode of the show I've heard - particularly the centerpiece on Improv Everywhere - and I have some faith that other visitors to the forum have heard some shows and can recommend a few off the tops of their heads.
If you haven't heard it then by all means check it out. It's part documentary, part fiction, sometimes humorous, sometimes profoundly disturbing, and quite possibly the most engaging hour of radio I've come across.