I found lot's of streamed "Einstürtzende Neubauten" interviews and livesets at wfmu.org :

Interview with Blixa Bargeld from "Einstürtzende Neubauten" from February 9, 2004
Playlist of the whole show
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January 2, 2002: Special guests: Alex Hacke of Einsturzende Neubauten and Larry 7 of the Analog Society Guests Alex Hacke and Larry 7 perform together (2 live improvised sets) and discuss passed and future projects. Alex discusses his current solo recording project, future Neubauten tours, etc. Listen
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September 4, 2003: Live with FM Einheit, Trztn, Electro in studio
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