That's really cool! I experience the exact same thing. I used to listen to Stern everyday for years. When I hear old shows with memorable parts, I can remember the exact location, time of year, lighting, and weather of the moment when I first heard it. And when I think about various locations, times of my life or things that I did, I start to remember moments from the radio show.
It's really fascinating how our brains form strong memories through these auditory and visual associations. It seems like the more interesting the the sources are, the more likely you'll remember it for many years to come.