It depends somewhat on what level you are at and what your goals are. One good way that I have used to increase listening comprehension in other languages is to listen to sermons. They are easily accessible for free and provide as much listening practice as you have time for. First, try to just differentiate between words--try to "catch" the words as they go by. When you are good at that, then try to identify the words that you hear. Stop the audio to look up any new words in a dictionary. When you are able to identify most of the words, try to understand what is said on a sentence level--try to identify and understand each sentence that is said. sermonaudio.com has more English audio than you could ever listen to, and many of their files include video as well as audio. You could also try librivox.org if you prefer audiobooks instead of sermons. Good luck!

I am using several things to improve my german listening. Yabla.com, germanpod101.com (for you would be englishpod101.com), and also Tunein Radio app to listen to actual radio stations in Germany. Some test other podcasts like Coffee Break, etc.