Can podcasts help us deal with loss? By loss, I mean the loss of two television shows that came to an end this week: Late Show with David Letterman and Mad Men. This week’s podcast highlights include an interview with Jon Hamm, lots of Letterman talk, a story about a president’s twitter account (not the one you’re thinking of), and some exciting new shows.

Letterman podcasts: Were you struck this week with Letterman-mania and have yet to get over it? Well, the mania seemed to spread to podcasting, so you’ve got plenty of options for keeping the Late Show alive. TBTL walked through the highlights of the final show. The Frame took a look at some of the lesser-known moments from Letterman’s career. Penn Jillette and Tom Papa used their podcasts to reflect on their own appearances on the Late Show. Even the Motley Fool’s podcast, Market Foolery, got in on the discussion, drawing a comparison between Letterman’s impact on late-night TV and Orson Wells’ impact on film.

Off Camera: Mad Men fans who are already having withdrawal after Sunday’s series finale should check out this week’s Off Camera with Sam Jones. Jones interviewed Jon Hamm, who spoke about his experience working as the leading man on Mad Men, his early career and his approach to directing. Hamm also discussed having lost both of his parents by age 20 and the alternative forms of family he’s adopted since.

Song Exploder: Monday’s Song Exploder podcast featured Merrill Garbus breaking down the tUnE-yArDs song, “Water Fountain,” a perfect candidate for the podcast devoted to song deconstruction. Garbus walked through the song and how she came to build it sound-by-sound, starting with a walk in an Oakland park and a series of handclaps in a shipping container turned recording studio.

WTF: Marc Maron had a couple of interesting guests on WTF this week, including host of NPR’s Fresh Air, Terry Gross. My highlight, though, was his discussion with famed musician, David Byrne. Maron seemed a little starstruck by Byrne, whose music Maron remembered discovering through a college girlfriend. Byrne discussed how he got into music, his time at art school, the New York music scene of the 1970’s, and of course his work as front man of Talking Heads.

Live Law: The people behind the Life of the Law podcast launched a new podcast on Tuesday called Live Law, promising to provide “true stories about the law told live.” The first episode focused on the amazing story of Calvin Duncan, a man who was wrongfully imprisoned for 28 years in a Louisiana prison before being exonerated and released in 2011. Duncan didn’t speak about the details of his criminal case, though. Instead, he spoke about his passion for using the law to help prisoners, which he developed while being incarcerated despite facing a number of institutional barriers.

Reply All: This week’s Reply All was perfectly timed with the debut of @POTUS on Twitter. In the U.S., the president’s Twitter account is largely seen as a one way street, but what if it wasn’t? What if the President was actually listening to all the tweets sent his way and responding to them. Beyond that, what if the President made note of his Twitter critics, in some cases publicly announcing their identities and encouraging public reprisal against them? Reply All looked at just such a story in Ecuador, where a critic of the president was threatened into silence.

Podcast for America: Speaking of presidents, Panoply released a new podcast about American politics in the lead up to the presidential election. Podcast for America, which was teased in late April and officially launched on Tuesday, is hosted by journalists Mark Leibovich (New York Times Magazine), Annie Lowrey (New York magazine), and Alex Wagner (MSNBC). In their first episode, Leibovich, Lowrey and Wagner took a lighthearted look at Hilary Clinton’s media silence, Jeb Bush’s response to questions about the Iraq War, and the alternative reality in which Mitt Romney boxes a former heavyweight champion.

Mystery Show: On Friday, public radio contributor and writer, Starlee Kine, released the first episode of her new podcast, Mystery Show. Each week, Kine will be serving as a detective of sorts, trying to solve mysteries that friends and strangers have carried with themselves for years. The one caveat is that Kine won’t take a case that can be solved through the internet. Kine’s first case: the mystery of the disappearing video store. No spoilers here, but it looks like Kine’s detecting career is out of its “beta” stage (old-timey video store joke, sorry about that).