A similar primary source to Eleanor Roosevelt's interview with Mary McLeod Bethune is Franklin D. Roosevelt's Fireside Chats. These radio addresses, like Eleanor's, were pivotal in using media to communicate and enact social change during the 1930s and 1940s.
To find another primary source similar to Eleanor Roosevelt's audio clip interviewing Mary McLeod Bethune, we can consider the wider context of the 1930s and 1940s, a time marked by great social and political change. An excellent example would be the Fireside Chats by Franklin D. Roosevelt, Eleanor's husband and the President of the United States during that era. These were a series of evening radio addresses which aimed to communicate directly with the American people. While I can't provide a direct link here, these Fireside Chats are easily accessible through various historical archives online.
I chose this example because it exhibits the power of media during the Roosevelt era to influence public opinion and enact social change. Like Eleanor's use of the radio to champion her causes, Franklin's Chats were innovative in their direct approach to American citizens, discussing complex issues like the Great Depression, New Deal policies, and eventually World War II. Both Roosevelts utilized the radio to garner support for their initiatives and to build a relationship with the public, marking a significant shift in presidential communication strategies.