Some links for your enjoyment:
According to EITMfans, Weird Al is going to be on a radio show called “Elliot in the Morning” Friday morning. Check the EITM links on the side for the stations. I think they all have a “Listen Live” feature.
No audio, but here’s a pic of Al with the Magic Morning Show in Detroit. [thanks algonacchick]
An interview with Weird Al on Billboard Magazine. [thanks weird_el]