Paul sez, "For years Deutsche Welle, Germany's government-run international shortwave radio station, has been broadcasting German language lessons in English, for their worldwide audience. Now, the audio lessons are available for download from their website, along with the accompanying text (pdf). It appears to be quite comprehensive, too. I'd love to see other countries setting up similar courses on the web, for their respective languages."
(Thanks, Paul!)
Update: Bug sez, "the BBC also does this. They have English, Irish, Welsh, and Scottish Gaelic, along with French, German, Italian and Spanish and a whole bunch of others at a variety of levels."