ALEX BLUMBERG talks about why he is excited to work with Adam McKay and his bro Adam Davidson

When NPR launched it became a vital American resource offering reliable news coverage and nuanced analysis. Its first generation groomed and passed the baton to a remarkable crew, including Blumberg, who worked his way up the ladder at the public radio darling This American Life. There his coverage of the subprime mortgage crisis earned him a Peabody Award, and he went onto produce their television spin-off for Showtime. In our interview, we spoke about how the cable network wanted to continue the TV series, but This American Life opted to quit after two seasons.

Blumberg left his Mothership to co-found NPR Planet Money with fellow Peabody winner and New York Times money columnist Adam Davidson. But as digital media conglomerates and cable news networks and, more recently, podcasts changed the landscape, Blumberg decided to take what he’d learned about finance and journalism and launch his own podcast company.

Enter Gimlet. Blumberg chronicled his own foray into entrepreneurship on the first season of...