This is a very nice interview of David done by Micheal Parkinson. It's not the whole show, but that's all I could find online. The most important thing is that all of David's part of the show is here.
There's talk about "Doctor Who", of course, along with a clip from "42". There's also funny conversation about all the women David had to bed in "Casanova". In part two, Parkinson asks David what the most embarrassing thing he's ever done on camera is. David's answer is so wonderfully cute. David's reply to the final queston at the end of the whole show is funny, too.