I got turned on to an amazing limited-series podcast called "Last Seen," about the largest unsolved art heist in history, of the Isabella Stuart Gardner Museum in Boston in the early 90s. What starts as an investigation of what appears to be an inside job by some suspect security guards expands to include the Boston and Philadelphia mafia, and eventually, an international crime syndicate. It had me completely gripped from beginning to end.
My wife is really into the whole true crime thing, and I can't stomach it, but this was perfect for both of us -- a true crime, investigative journalism podcast, where the victim was art!
More on the comedy side of things, another variation on the true crime theme is "Murdertown," which is a bunch of improv comics doing deliberately bad investigative journalism.
And for those who don't mind some not-at-all-safe-for-work humor, "My Dad Wrote a Porno" is devastatingly funny.