Not a concept art podcast, but I love Dan Carlin's Hardcore History. I have never heard history like that before, where I really get a picture of the past and people's motivations and circumstances. Very inspiring. And cool. The podcasts are more like informal audiobooks than regular podcasts. Thor's Angels is probably my favorite so far, but his shows are all great.
It's mostly about comics and the like, but they have a wide range of types of guests on the show. Voice actors, 3D modelers, concept artists, writers, you name it.
Thanks for sharing Aqualeot and 2100, I'll have to try those out.