The Black Tapes podcast is great and you should give it a listen.

The NoSleep podcast is also great and you should give it a listen.

Chilling Tales for Dark Nights is also also great and you should give it a listen.

Other great things: Pseudopod, Tales to Terrify, Drabblecast... am I forgetting something? I hope not.

If you enjoy horror I really recommend you to check them out, and if you have money to spare, maybe hand them a tiny donation or subscribe to them! Really worth all your pennies. All of them.

(I also take horror podcast/audio recommendations)
(dont recommend me night vale, i already know of it)