Investigative journalism in podcast form was started off mostly by Serial, which most people have heard of (or have actually heard) by now.
In that same vein there is a new show out: In the Dark, by APM Reports. 9 Episodes about the disappearance of Jacob Wetterling, the case that shaped how the US deals with sexual crimes. Interesting, horrifying and shocking. Find it on iTunes, Overcast or Stitcher.