I may be a bit late to the party, but I have just discovered that the entire In Our Time archive is available to download as podcasts. They've divided the episodes into five categories: History, Culture, Philosophy, Religion, and Science. You can subscribe via the links provided or by searching for In Our Time on iTunes.
Bragg does not appear to have done any episodes on migration of any sort, but there are five about Scotland, plus one that might include Scottish "bits":
- The Glencoe Massacre (with Karin Bowie, Murray Pittock, and Daniel Szechi)
- The Enlightenment in Scotland (with Alexander Broadie, Karen O'Brien, and Tom Devine)
- The Jacobite Rebellion (with Allan Macinnes, Murray Pittock, and Stana Nenadic)
- The Battle of Bannockburn (with Fiona Watson, Matthew Strickland, and Michael Brown)
- David Hume (with Peter Millican, Helen Beebee, and James Harris)
- The Enclosures of the 18th Century (with Murray Pittock, Rosemary Sweet, and Mark Overton)
This is one of my favorite podcasts as I like the format and that he covers such a wide variety of topics. I particularly enjoy the ones he does on the ancient world (e.g. the Neolithic and beyond) as I find this time period fascinating, but wouldn't actually want to do ancient history. Previously, you could listen to the archived episodes only via the iPlayer; but podcasts are so much better. Search around and I'm sure you'll find something to listen to during you daily commute or workout.