Patrick Collison interviews Tyler on Conversations with Tyler
Ezra Klein interviews Tyler on The Ezra Klein Show
Tyler Cowen on or Stubborn Philosophical Attachments
You can pick any of Tyler Cowen's interviews on Econtalk. But they tend to be pretty specific. I prefer the interviews that come at him from a lot of different angles and ask him about pretty much everything.
Of course, Tyler also gives very good interviews.