From Guardian music blog (in 2006), András Schiff's lecture/recital series on each of Beethoven's 32 piano sonatas is fantastic!
Talented pianist Schiff lectures and performs simultaneously, providing historical and musical-historical context, in words and music, as he goes. He even sings some (though, he sings no piano sonatas).
Some of it is a touch technical, but, he knows he's addressing a lay-audience, and provides ample and clear explanations of those features he elects to highlight. (He is also a lot kinder with respect to the composer than I have found another noted lecturer on the subject to be.)
Try Op.2, No.1 in F min., Op.31, No.2 in D min., Op.111, No.32 in C min., or any of the rest.
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