The best way to get better at listening is by… listening. Many students use movies or music to practice, but what about podcasts? They usually have natural, spoken English, and they can help with vocabulary as well. The presenters can be anywhere in the world, and that means different accents and slang.
Some of my favourites are This American Life, Stuff You Should Know, Planet Money, and Radiolab. BBC Documentaries is a great source of world news stories in more detail than you will find on TV or the radio.