Here is a very brief collection of four interviews with Percy available online, a lecture he gave, and a lecture about one of his works.
(Self-interview) From "Questions They Never Asked Me" by Walker Percy
Q: Do you regard yourself as a Catholic novelist?
A: Since I am a Catholic and a novelist, it would seem to follow that I am a Catholic novelist.
Q: What kind of Catholic are you?
Q: No, I mean are you liberal or conservative?
A: I no longer know what those words mean.
Q: Are you a dogmatic Catholic or an open-minded Catholic?
A: I don't know what that means, either. Do you mean, do I believe the dogma that the Catholic Church proposes for belief?
Q. How is such a belief possible in this day and age?
A: What else is there?
Q: What do you mean, what else is there? There is humanism, atheism, agnosticism, Marxism, behaviorism, materialism, Buddhism, Muhammadism, Sufism, astrology, occultism, theosophy.
A: That's what I mean.
Q: To say nothing of Judaism and Protestantism.
A: Well, I would include them along with the Catholic Church in the whole peculiar Jewish-Christian thing.
Q: I don't understand. Would you exclude, for example, scientific humanism as a rational and honorable alternative?
A: It's not good enough.
Q: Why not?
A: This life is much too much trouble, far too strange, to arrive at the end of it and then to be asked what you make of it and have to answer "Scientific Humanism." That won't do. A poor show. Life is a mystery, love is a delight. Therefore I take it as axiomatic that one should settle for nothing less than the infinite mystery and the infinite delight, i.e. God. In fact, I demand it. I refuse to settle for anything less. I don't see why anyone should settle for less than Jacob, who actually grabbed aholt of God and wouldn't let go until God identified himself and blessed him.
Q: Grabbed aholt?
A: Louisiana expression.
(Thanks, Fr Carucci for showing me this interview)
C-SPAN has Percy's lecture "The San Andreas Fault in the Modern Mind" which was given May 3, 1989 is available online in its entirety.
Four Interviews with Percy:
1 Paris Review - The Art of Fiction No. 97, Walker Percy "Probably the fear of seeing America, with all its great strength and beauty and freedom—“Now in these dread latter days of the old violent beloved U.S.A.,” and so on—gradually subside into decay through default and be defeated, not by the communist movement, demonstrably a bankrupt system, but from within by weariness, boredom, cynicism, greed, and in the end helplessness before its great problems."
2 The Modern Prognosis: An Interview with Walker Percy "The trouble is the sciences for the last two hundred years have been spectacularly successful in dealing with subhuman reality, subhuman creatures, chemistry and physics of matter, and with extraordinary progress in learning about the cosmos; but also an extraordinary lack of success in dealing with man as man, man qua man. I think it's very curious--here the scientists know a tremendous amount about everything except what he or she is. Despite the extraordinary successes of science, we do not presently have even the rudiments of a coherent science of man."
3Doubletake Interview "Also: writers are the "Protestants" of art, with nothing but their Scripto pencils and Blue-Horse tablets; painters are the "Catholics," with concrete intermediaries, clay, paint, models, fruit, landscape, etc. This is why writers drink more and painters live longer."
4 Orthodoxy Today Interview "The nihilism of some scientists in the name of ideology or sentimentality and the consequent devaluation of individual human life lead straight to the gas chamber."
Peter Kreeft presents a 7-part (70 minute) lecture on Walker Percy's Lost in the Cosmos.