If you haven’t already, give The Steve Ballmer Interview a listen. It’s an episode of the Acquired podcast, and it’s excellent because Steve openly discusses his failures and mistakes alongside his, and Microsoft’s, successes while he was there.
The Acquired podcast also did two episodes about Microsoft itself, going all the way back to when Bill Gates and Paul Allen were children and convinced their school to arrange for them to get time on a mainframe. It’s over nine hours of historical Microsoft goodness.