I've been ploughing through the back catalogue of Rune Soup which approaches the paranormal primarily from the perspective of magic, by which I mean, largely, the western esoteric tradition.
This wouldn't previously have appealed to me but the discussions are so often crammed with interesting and intelligent takes on the strange and Gordon the host, constructs a compelling worldview and as such this has become a regular listen and opened new areas of thought and investigation.
As an example of the podcast at its best, and a discussion which I think at least covers the sociological part of your request, here's Gordon in discussion with Dr Jeff Kripal, a professor of religion and coauthor with Whitley Strieber of the recently published Super Natural:
Episode 15 – Talking The Super Natural with Dr Jeffrey Kripal
Even if this isn't exactly what you're looking for I'm sure that anyone seriously thinking about the strange will get something out of this episode.