Not a formal interview, but one time when I was much younger my Grandma came out to visit. For some reason we were all sitting around the table one evening, and I had a tape recorder. We all started talking and I hit record and just sat there and listened. I flipped the tape when it ran out and continued taping. She passed away probably 5-10 years later and I held onto the tape. Once technology caught up, I digitized it and turned it into a cd. I break it out now and then and listen to her talking about our family history. Since then I have made it a point to record family members, even if it's just to hear their voices again. So get after it...
Edit: I will add this, I am so glad that I didn't try and dominate the conversation and I just let her run with it. Make sure you give the person you are recording the latitude to just talk and reminisce.