In that same vein, I plug The History of Philosophy Without Any Gaps as often as I can. It is thorough, expansive, and succinct. Given how intertwined Philosophy was with government and religion there is significant background information regarding the regional context of developing Philosophical thought.

The podcast has the added benefit of being brief episodes, so you are quickly exposed to a variety of things you may want to explore more.

http://historyofphilosophy.net/