When Don Share was an archivist at Harvard, he worked with audio recordings that were and are in the collection of the Woodberry Poetry Room, and (getting grants and whatnot) started to put together "The Poet's Voice" — subtitled "a digital poetry collection." Harvard has a recording of the 1952 poetry reading Stevens gave there, introduced by Richard Wilbur. And also the more well known 1954 reading which became the basis of a cassette Stevens distributed by Random House Audio. Click here to see the Poet's Voice entry for these two recordings. Here is a perhaps more helpful listing of all the poems Stevens read aloud — with links to RealAudio streaming (not downloadable) digital recordings of some of them.
With thanks to Ben Wiebracht who helped me conduct this search, here is a list of other recordings of Wallace Stevens poems:
(1) A poetry blog where someone who calls himself "Hoon" quotes, comments on and reads aloud some poems by Stevens:
(2) Early poems read aloud by Alan Davis Drake. Many of these readings were made for LibriVox.org and Cloud Mountain Studios.
(3) "Peter Quince at the Clavier" read by Walter Rufus Eagles.
(4) An old, not-maintained HarperAudio site that includes old-format digital audio files in three formats of Stevens himself reading "The Idea of Order at Key West," "The Poem that Took the Place of a Mountain," and "Vacancy in the Park," and "To An Old Philosopher in Rome."
(5) Wesleyan University hosts the site of the Hartford Friends and Enemies of Wallace Stevens. Here there is a link to a single poem read by Stevens from the recording made at Harvard in 1954, "Not Ideas about the Thing but the Thing Itself." The audio file is stored on a Wesleyan media server, but did not work the last time I attempted it.
(6) Salon.com hosts recordings of Stevens reading "To the One of Fictive Music" and "Not Ideas About the Thing but the Thing Itself."