There is a new podcast I can add to the list that gives some insight in the history of early Christianity. I have to thank Dara from DIY Scholar (a great blog about educational podcasts, other audio and other media on the web).
It is unfortunate that a most widely extending overview, delivered by a historian is no longer available on the web: MMW3 from UCSD. Why UCSD removes their podcasted lectures immediately after the closing of the course is beyond me. Maybe they think only their students are to be served, but in that respect they are alone in the world of academic podcasts. Other institutions offer a formidable backlog for us to browse from.
As to early Christianity, the content is largely delivered by theologians. The first era to discuss would be the life of Jesus, or Yeshua, himself. This is covered in The Historical Jesus, by Thomas Sheehan from Stanford (feed). Not only is this an excellent series, you can also access a lot of the source material on-line, free of charge.
The next phase is the early apostolic period. This is covered by the podcast DIY Dara pointed me to. Canadian professor Philip Harland analyzes Paul's letters, Acts and the Gospels and other sources where available in a historical reconstruction under the title Religions of the Ancient Mediterranean. This is a very accessible series. Again there is a lot of theology, but the historical construction stands in the foreground.
The widest range I know of is Covenant Seminar's Church History, which kicks off with the early apostolic period, quickly moves on to the early church years and eventually ending before the Reformation. In this series the theology, doesn't necessarily overshadow the history, but the narrative and lecture carries very noticeably the Presbyterian signature of the producer.
Relevant other reviews:
World history guided by the religions,
The Nicene Creed - IOT,
Historical Jesus - Tom Sheehan, Stanford.