You can hear many of the most popular of his poems (Anecdote of the Jar, The Emperor of Ice Cream, Peter Quince at the Clavier, Sunday Morning, Thirteen Ways of Looking at a Blackbird).
They were recorded for LibriVox by Alan Drake and all the poems are in the public domain.
And you may want to listen to another related podcast featuring the literary critic Harold Bloom from his Yale seminar on "The Art of Reading a Poem" (listen in iTunes or get the mp3). Bloom is walking students through his reading of Stevens' "Parts of a World."
