It helped me a lot to listening to radio programs, podcasts and watching movies end, at the same time, reading the transcripts and subtitles. Listening to music and reading the lyrics, as suggested Eufrench, was for me a powerful tool.
In a step further, I just keep listening as much as I could, not being worried if I understand everything or not. After some time doing that I will realized that my listening became better and better. I hope my experience can help you too.
Some examples of websites as BBC, mentioned by Tom Emery, end VOA news are much helpful.
Last, but not least, remember that a long journey is made step by step. Not being anxious and having patience will do miracles. We should copy the way children do. They learn the language without hurry up and they learn effectively.
Good luck :)!