I just found a one and a half hour interview with Alan Moore from 2007, on resonance.fm. It's a very interesting listen and I think I'll have to listen to it all over again at least once.
During the course of the interview, Moore discusses (of course) his comics, his thoughts about art and magic (and why they're the same thing), and why low-budget B-movies are more imaginative and magical than big-budget blockbusters. And much more. He's a fascinating person indeed.
You can download the interviews in three parts here:
...or listen through Youtube, part one of nine starts here: http://www.youtube.com/watch?v=iNLwTwVbkng