Several podcast series can be had that deal with the history of Early Christianity. A subset of that history is the quest for the Historical Jesus. Apart from the gospels there are few and little references to either Jesus or the Jesus movement. Two are mentioned by Canadian professor Philip Harland: Tacitus and Josephus.
Philip Harland has been conducting a very interesting podcast series on Religions of the Ancient Mediterranean (feed). He has been successively going through the stages of Christianity and treated the history and theology and sources. By now he has reached the 5th section of the series which went off on a promising start and which intends to tackle the specific issue of the Historical Jesus.
Another series on the historical Jesus is a veritable classic from Stanford, The Historical Jesus by Thomas Sheehan (feed), which is very thorough (some 14 hours solely on this subject). More in passing Dale Martin's course Introduction to New Testament History and Literature at Yale (feed). Martin tells in this course he also teaches a course on the Historical Jesus and we hope this one will one day be podcast as well.
More on Religions of the Ancient Mediterranean:
New Testament, history and literature,
Da Vinci Code,
Early Christianity podcasts.