This American Life has talked about thru-hiking twice recently.
The more recent one, about a college grad who got fired from his job and walked (mostly roads, it seems) coast to coast asking people what they would tell their younger selves, is here. It's a shortened version of the full piece made by the guy who did the walking. I haven't listened to the full piece, but the TAL abridged version was OK enough.
The one from January is about a guy who sold all his stuff and tried to copy Peace Pilgrim and walk coast to coast. It's a little more offbeat and interesting, despite the fact that he only lasted 3 days.