Public Libraries in the US have now started offering audio book downloads. For example, in my local library, the books The Black Swan: The Impact of the Highly Improbable, The Dork of Cork, Candide, and many others are available for online borrowing as a MP3 download. There is a limit to the number of audio books checked-out and downloaded and each book is licensed for playback for a certain number of days only.
Visit your local library web site to see if they offer NetLibrary downloads. Available at most Public Libraries in the US and UK, and many other countries too.
These specific audio books are Microsoft DRM protected, so no Apple iPod support.
Audio books are a great invention given the amount of time spent commuting stuck in a car, or waiting at bus stations, train stations or airports. MP3 player user interfaces have not caught up well enough with this use, though. While it is great that books can be played on extremely tiny flash MP3 players, these players don't yet offer good bookmarking capabilities, only a single pause/resume capability is offered for all content on the MP3 device. Listening to books would be a much better experience with a multiple bookmarks capability per book...