A few years ago, I received a cool 3xCD audio tour of the Bronx from Soundwalk as a promotion (bundled w/ index mag, perhaps?).
No I never made it to the Bronx.
Soundwalk now has a range of NYC tours (and one each for France and India) available as CDs or .mp3s, as the Washington Post outlined today in an article on Soundwalk and other audio guides:
...Soundwalk tours include familiar neighborhoods, which become even
more so after walking them with an insider. A walking tour of Little
Italy, for example, is narrated by "Sopranos" cast member Vinny Vella.
Writer Paul Auster narrates a walk through Ground Zero. Auster augments
the walk by talking with historians, a poet and Mohawk ironworkers who
helped build the World Trade Center. A woman talks about the phone
message she received from her husband there; standing not far from
where he died, you hear him saying goodbye.
Outside the tourist
haunts, you can, for example, follow the voice of hip-hop veteran Jazzy
Jay through the Bronx. Or tour Williamsburg's Hasidic community in the
company of Joseph Piekarski, a Lubavitcher.