I've heard a very simple method to improve comprehension two months ago: simply and solely try to write down what you hear. I recommend a fantastic site to help you: www.fluentu.com
It really helps me. You can read more about this here:
Pracice, practice, and more practice. I know, this sounds stupid, but after I have lived in Australia, I can say: it's true. You can start with watching english TV-Series/Movies, but the best you can do is to live for a certain time abroad in another country.
I think there are some websites that can help with this.You can stop when you don't understand and go back and you can answer questions to check your understanding.This is what I do in my lessons.
For example this website http://www.esl-lab.com/
Good luck
Listening skill can be improved with special and systemic training but that is founded upon the essential knowledge of words, phrases and grammar. We have not clue what your English basis is but you may check on your own by official test to ensure what the problem is in your listening.
Good luck to you
