A.C. Bradley's interpretation of Hamlet is quite famous. Here is a useful summary of his ideas.
In this podcast, Dr. Emma Smith of Oxford talks about the fact that father and son share the same name in Hamlet is used to investigate the play's nostalgia, drawing on biographical criticism and the religious and political history of early modern England.
This article from the LATimes (careful - you only get three free articles here/month, I think) discusses three different actors' interpretations of Hamlet in an attempt to understand the play.
David Tennant on The Late Show with Stephen Colbert