This Gay Talese Esquire profile of the chairman of the board is frequently cited as the best celebrity portrait ever published. I don't know about that—I'd rate both Wolcott Gibbs' New Yorker deconstruction of Henry Robinson Luce and Lillian Ross' Hemingway profile just as highly.
Luke Burbank attempted to interview Sigur Ros on NPR. Watch the video to realize how difficult it is to conduct an interview when the interviewee isn't a self-winding talking points machine.
In my opinion, Charles Rosen's The Classical Style contained some of the most cogent thinking on Mozart ever written, so when he calls Hermann Abert's W. A. Mozart "the best book on Mozart ever written," I listen.