Here are links to all the interviews and such done in the wake of the Psychonauts 2 announcement. Feel free to notify me if I missed anything: Announcement:
Trailer. On-stage announcement.
Crowdfunding campaign (Paypal option here). Campaign pitch video.
James Willems reaction video. Funniest live reaction video.
Polygon interview with Tim Schafer
Eurogamer interview
VG247 interview
Gamespot interview
Kotaku - Part 1 interview
Kotaku - Part 2 interview
IGN interview (here’s mobile version without autoplay)
Gamesradar interview
Engadget interview After the Rhombus of Ruin (trailer) announcement:
Games Spot interview.
Venture Beat interview
The Verge interview
Audio/Video interview with PC Gamer
Playstation Experience interview (Psychonauts discussion beginning and end of video) and on-stage announcement.
Gamesradar interview
GamerHubTV video interview Related interviews, Double Fine videos, and further news under the cut: Related interviews:
“A peek under Tim Schafer’s Fig leaf”
Justin Bailey interview about Fig
Fig Launching Reg A+ Offer to Raise $15 Million On hitting the crowdfund goal and more:
Double Fine team: Psychonauts 100% funded!
Press release by Justin Bailey
On the new record set by the campaign
Announcement of Psychonauts coming to Playstation 4 Other Double Fine campaign videos:
Psychonauts making-of: Part 1, Part 2, Part 3 (final)
Tim Schafer: Psychonauts 2 halfway funded!
Devs Play (playlist):  Spyro the Dragon, Ratchet and Clank, Prince of Persia, Assassin’s Creed II, LittleBigPlanet, Tearaway, Crash Bandicoot, Jak and Daxter, Rayman 2, Beyond Good and Evil (last S2 episode).
Let’s Play Psychonauts stream archive
Fig FAQ: How to edit pledge, a tutorial by Tim Schafer
Fig FAQ: Tim explains what is the Hall of Brains about
Update: Lili Plush, AMA, end of campaign livestream
James Willems performs audition piece written by Tim Schafer
Psychonauts 2 synopsis and end-of-campaign livestream announcement by Tim
End of campaign livestream archive
Psychonauts 2 Art Jam
PSI Cadets special missions submissions montage Never-before-seen Psychonauts concept art
General folder
Concept Art #1:  Basic Braining, Sasha’s Shooting Gallery, Milla’s Dance Party.
Concept Art #2: Waterloo World, Black Velvetopia, The Asylum.
Concept Art #3: Lungfishopolis, Characters, Miscellaneous. News items after end of campaign
Playboy interview with Tim Schafer (12/1/16)
Justin Bailey in Founderdating about Fig (14/1/16) video interview with Tim and Matt Hansen while playing DotT  (28/1/16)
Tim writes about how he dreams (only vaguely related to Psychonauts) (02/02/16)
Double Fine is hiring! video (04/02/16)
Tim Schafer on the future of crowdfunding and publishing, post-Psychonauts 2 (10/02/16)
Everything on track for Psychonauts 2 funding, says Fig CEO. (11/02/16)
Video interview with Tim Schafer about Lucasarts and Double Fine (20/02/16)
Announcement: Zak McClendon joins team as lead designer (23/02/16)
Online version of Edge Magazine article and interview about the development of Psychonauts  (27/02/16)
Kotaku audio interview with Tim touches on Psychonauts 2. (13/3/16)
For Psychonauts’ birthday, James Willems and co. post a five facts video. (19/04/16)
Tim Schafer posts a screenshot from a dialogue document (no spoilers) (21/04/16)
Gamasutra article where Tim describes the use of humour in his games, doesn’t specify Psychonauts (28/04/16)
Tim on the future of indie games. (28/04/16)
Video: 2h23m Masterclass with Tim Schafer in Paris (02/05/16)
Le Monde interview about his career, in french. Translation of Psychonauts segment here. (04/05/16)
Polygon article about how the SEC filings are still pending approval. (11/05/16)
Video of Nicki Rapp in the recording booth for Rhombus of Ruin (12/05/16). Here’s a photo of Richard Horvitz (14/01/16) and another of Stephen Stanton (13/05/16).
Le Point french interview with Tim, they don’t discuss Psychonauts. (16/05/16)
Interview with several game developers including Tim about the effect of hype on development (09/06/16)
FIG UPDATE #1: Official update on Fig written by Tim, including new promotional art, a look at the pre-production process and a 2pp documentary about Zak McClendon’s work on the game. (10/06/16) Psychonauts at E3 2016
Psychonauts in the Rhombus of Ruin introduced by Tim on Youtube Live Unofficial link. And here’s the PitRoR footage from it without commentary.
A Shacknews reviewer’s experience of the PitRoR demo.
Twitch stream Double Fine presentation with Greg Rice.
Complete playthrough of PitRoR pre-alpha demo on Double Fine youtube channel.
Roosterteeth video interview with Tim.
Gamespot article interview with Tim and PitRoR project lead Chad Dawson.
Video interview with Tim in the Gamespot co-op stage.
Rhombus of Ruin discussion and interview with Tim on the main Gamespot stage. Video of the interview with Tim only here.
PitRoR nominated by IGN as best of E3.
Tim interviewed about PitRoR and Full Throttle in the Playstation livecast.
Giant Bomb stream interview with Tim and Greg, but the preceding Jenga game they discussed started here.
Polygon reviewer describes their experience with PitRoR demo. Job posting for Lead Level Designer for Psychonauts 2 written by Zak. (23/06)
Video: Double Fine Action Show #0: E3 Wrap up! (24/06)
Fig SEC filing status update (30/06)
Video: Good Game goes behind the scenes at DF Productions, includes concept art of a PitRoR character, so mild spoilers! (09/08)
Conference about PitRoR by project lead Chad on November 2-3 in San Francisco. (Edited 28/02/17:  VRDC Video archive.)
FIG UPDATE #2: Putting the Fun of the Mental into the Fundamentals (07/10/16)
Fig: Psy 2 will receive the full campaign amount. (06/10/16)
Fig: Justin Bailey talks to Forbes about their gameplan (06/10/16)
Fig: the finishing fund. (16/02/2017)
Interview: Tim on audio round-table discussion about videogame writing. (09/12/16)
Starbreeze revealed as the publishing partner for Psychonauts 2, link includes statements from Starbreeze and Double Fine. (06/02/2017)
FIG UPDATE #3: Into the Woods (06/02/17) Psychonauts in the Rhombus of Ruin launch
Video: PitRoR 360º 3D preview 
Video: launch trailer.
Interview: Playstation podcast audio interview with Tim Schafer and Chad Dawson.
Interview: Endgadget - Psychonauts in VR is a story Tim Schafer never planned to tell.
Video: Endgadget video preview and interview.
Video: IGN video preview with new footage.
Video: Gamespot video preview with new footage.
Spaff post on Playstation blog.
Interview: Peter McConnell interview about his work in PitRoR
Interview: Playstation Blog interview with Tim about PitRoR
Video: TWiT Newcast Network video interview with Chad
Community Q & A with Chad answering our questions
Interivew: Wareable PitRoR interview.
Interview: Gamespot interview with Tim and Chad: On creating positivity and empathy with VR (and their games in general)
Interivew: Venture Beat - Double Fine dives into VR with PitRoR
Interview: Gamasutra - Making Psychonauts humour work in VR -- without making people sick
Video: Double Fine Action Show video for PitRoR launch. Video: 2PP Productions' The Making of Psychonauts in the Rhombus of Ruin Eric Wolpaw (who is working on Psychonauts 2) leaves Valve.