Do you like movies? You can watch movies for pleasure and improve your listening skill at the same time. Buy or rent an English-language movie that has subtitles or captions. Watch the movie several times–at first with the captions, and finally, without. When you feel comfortable listening to the movie without subtitles, move on to your next movie. Be sure to choose movies you will enjoy watching more than once!
Some of my favorite movies are The Twelve Chairs, The Gods Must Be Crazy, Stand and Deliver, The Four Seasons, and the Harry Potter movies. But you should choose the kind of movies you enjoy watching.
You can do the same with TV shows. Collections of episodes are available on DVD.