Podcasts are great at this. Sponsors create podcast-specific URLs which are advertised on the show. It's completely up to the listeners, and I find I'm happy to support my favorite podcasts by telling the sponsors where I heard about them by visiting the custom landing pages.

Podcasting's zero-telemetry "just an audio file" nature makes the ads feel harmless too. Podcasts are an anachronism, but they're way less user-hostile than the web.