Consuelo Mack produces an excellent weekly half hour program on public television in the US called Wealthtrack. The show is also available on the website as well as via iTunes. Check out all the viewing options on this page.
Typically, every week she talks to one to three investment professionals on the show. She asks them about their investment philosophy, their research process, how they tend to think of investing, what kinds of companies they buy etc. You have a variety of guests from equity and fixed income mutual fund managers, authors of best selling books, economists, historians etc. Typically, you will see mostly value investors on this show.
All the older shows are available via iTunes for folks who are interested. Some of the participants have been Bruce Berkowitz of the Fairholme funds who won the Morningstar Manager of the decade award, David Swensen who manages the Yale endowment fund among others.
I find this show very useful to learn from the styles of expert investors as I try to develop my own style.