This app was mentioned in 1 comment, with an average of 1.00 upvote
If you have an android or ios phone/device, you can download CrossPreach: Sermon downloader Google Play link and iOS link.
Then you add churches (like ones mentioned by /u/Chezaro) and download away.
I find that St. Helen's Bishopgate doesn't update the podcast feed that often, so better to use the CrossPreach app or use the St. Helen's app (written by same guy that has the CrossPreach app).
I would also recommend All Souls, Langham Place.