Listening comprehension is probably the most difficult part of language-learning, or at least it is for me. I don't think there's any shortcut to be honest - you're just going to need a ton of audio input. It doesn't really make a huge difference what you're listening to or hearing, just listen! Whatever you can get your hands on - TV, movies, music, radio, audiobooks, absolutely anything in your target language that has natives speaking! I made the mistake of putting too much time and effort into finding only the best stuff to listen to when it really didn't matter that much, because I primarily just needed quantity over quality in this regard.
I'll say the only thing that might help you better is if you are listening to something that actually interests you and can keep your attention. Love Harry Potter? Get the audiobooks in your target language! Love cars or science or tech? Download some podcasts! The internet really has made it incredibly easy to access all the listening resources you could possibly ever need.