Mahler specialist extraordinaire Professor Henry-Louis de La Grange discusses Mahler with Christoph Eschenbach. A whole series of short clips HERE on the Orchestre de Paris site. They discuss performance practice in the light of what's known of Mahler's mind and working methods. Prof. de La Grange knows all there is to know, so it's extremely useful for interpretation. Click on each of the little blank screens to hear the video.
To hear the symphonies, click HERE. This is probably the best cycle available online, masterful performances, full of insight. Mahler 5 has just been added and Mahler 4 comes on 15th August. On 15th September, Mahler 3. Watch and listen to these, they put the Proms into perspective. There is a Mahler 8 which I've written about, but it's an experimental performance, made for French TV. Eschenbach's been a regular at the Proms for years, but in this Mahler year, he's not there! Which is perhaps just as well as he'll eclipse most else.