Harvard found some lectures given by Borges in 1967-68 that they issued on CD. Six short excerpts can be heard here. For me, his poetry has been a shadow for his ficciones and their concision. This collection is entitled The Craft of Verse. Interestingly, he speaks in short clauses connected by articles or adverbs that connect each segment rather than illuminate each one.
A rough transcription of one of the six exceprts:
Chauntzu dreamt he was a butterfly and on waking up he did not know whether he was a man who had a dream of being a butterfly or a butterfly now dreaming he was a man. [...]with an almost miraculous happiness he has chosen the right animal. [...] if we are dreams, the true way to suggest a dream is as butterfly and not a tiger.