I think there is an audio translation of the Táin Bó Cúailnge by Thomas Kinsella and there is also a spoken word version of the Mabinogion produced by OBOD. Lisa Gerrard (Dead Can Dance) and Patrick Cassidy did a beautiful version of the Song of Amergin in Irish, you can find it on the Immortal Memory (2004) album. The Welsh group Ffynon have also set Welsh poetry to music, including a version of Pais Dinogad, the oldest known verses in a Brythonic language if I’m not mistaken. There are also a number of Breton singers who have done versions of Breton poetry and if you’re interested in Breton music, you could start with Alan Stivell. Brenda Wootton recorded traditional Cornish songs and Dalla also did versions of traditional Cornish music and poetry.
It is indeed difficult to find audio versions of Celtic literature, nevertheless, some of the poetry set to music and traditional song still gives you a great feel for the spirit of the works and is also a nice way to get into the languages too.