A couple of things I came across.
Two interviews:

Listen to an interview with Leonard by Terry Gross from NPR (May 22, 2006)
http://www.npr.org/templates/story/s...toryId=5422403


Listen to an interview with Leonard Cohen from CBC Radio One (May 15, 2006)
http://www.cbc.ca/soundslikecanada/interviews.html

http://www.cbc.ca/soundslikecanada/m...60208cohen.ram

And a Leonard Cohen Dcumentary

http://www.leonardcohenimyourman.com/

in theaters June 21.