Another great music podcast (which may or may not be still running) is Solipsistic Nation. It focuses on electronic music, and occasionally does shows focusing on particular labels or particular artists (for instance, it did a show with Black Moth Super Rainbow), but it also does nice theme shows (one theme show that I particularly liked was the “science fiction film soundtrack” show — wherein the host chose a playlist he felt would make an appropriate soundtrack for a Blade Runner-like cyberpunk film; but, he’s also had a mashup show and other more generic themes).
If your tastes run more to the obscure, I’d also recommend El Diabolik’s World of Psychotronic Soundtracks — a show focusing on music made for 60s and 70s european grindhouse films. A lot of really interesting stuff was being done by professional musicians in the 60s and 70s essentially as library music — in other words, these musicians would make tracks and shelve them, and then film-makers would buy a license to use them in films. There were some very interesting and influential acts that only ever worked in psychotronic music for films — for example, Goblin, a prog rock band who only ever made music for horror movies and whose music you will recognize if you’ve ever seen a Dario Argento film.
If your tastes run even more obscure, I’d recommend National Cynical Network — essentially a mashup/theme show that’s an offshoot of the Church of the Subgenius (the same joke religion slash cult that gave us Devo, Pee Wee’s Funhouse, and the Slackware linux distribution). A typical episode will be somewhere between a Negativland-style sound collage and one of the more eclectic mashup artists (think Illuminoids or Niel Cicierega), and themes include “Teeth”, “Star Trek”, and “Songs about Mary”, in addition to having cover shows (the “Not Devo Show” consists entirely of Devo covers, grouped by original songs; the Pink Floyd episode has a mashup of covers of Dark Side of the Moon).