The Catechism Explained is my all time favorite catechism. It’s a fantastic book and is still in print: http://www.amazon.com/The-Catechism-Explained-Exhaustive-Explanation/dp/0895554976 Make sure you get the very old edition and not the newer 1950s edition. The link takes you to the very old edition.
I got mine from TAN back in the day when they first starting printing it.
Thanks for that Audio link!