You can download free audio from the first volume of "Unseen God: A Study in the Book of Esther" preached by Alistair Begg here. This series contains the following messages.
Introducing Esther, Part One (1:1–9)
Introducing Esther, Part Two (1:1–9)
Wine, Women and Self (1:10–2:4)
Mordecai and Esther (2:5–23)
God is in Charge (3:1–15)
Fasting, Weeping, Lamenting (4:1–11)
What's Going On? (4:12–17)