Music/songs
Songs in English are everywhere, even on foreign-language radio and TV stations. Listen to them often. Buy some cassettes or CDs, or make recordings, and try to write the words for an entire song. But choose one that is not too difficult. That means it should be reasonably slow, and with real words sung clearly. Some pop songs are very unclear and are difficult even for native English-speakers to understand fully!
Cinema
Outside the English-speaking world, many large cities have cinemas that show films in English, usually with sub-titles. Make it a habit to go to these films. If you need to read the sub-titles, at least you'll be hearing English even if you don't understand it.
Video
Video has one really great advantage. You can play it again . . . and again. You can use video to watch film cassettes that you buy or borrow. If there are sub-titles, you can cover them with paper (which you can remove if you really don't understand after listening several times). And you can use video to record programmes from television and then watch them several times to improve your understanding.
Friends
Try to make friends with English-speaking people so that you can practise your English through conversation. Of course, this will practise your speaking as well as your listening. And if you don't have a lot of time to go out and meet people, at least you can chat a little by telephone.
Finally, don't worry if you don't understand everything you hear. Hearing comes first! Understanding comes next!