Alec Baldwin, who's great as Jack Donaghy on 30 Rock, also has an excellent radio show/podcast where he interviews friends who also happen to be celebrities.

The most recent one I listened to was his interview with Lorne Micheals, producer of Saturday Night Live. In particular I really liked this quote from Lorne on how SNL works:

We don't go on because we're ready. We go on because it's 11:30.

They may not always hit it out of the park, but when you start to think about the constraints they operate under it's incredible just to get an hour and a half long live show on the air at all.

Also worth listening to is Alec's interview with David Letterman.

Here's the Thing with Alec Baldwin