Here's a cute picture of Michael being interviewed by Lisa Robinson at his home in 1972. See that little portable tape recorder Lisa is holding? That means there was an audio record of this interview. And guess what? The tape is still in Lisa's possession. She also saved tapes from later interviews she did with Michael, and she interviewed him a lot.
I didn't know that tapes still existed until one of readers (thanks, Dannie!) sent me a link to this YouTube video where you can hear Lisa talking about what it was like to interview Michael through the years. She includes snippets of the actual interviews throughout her ten-minute monologue. And you can find more from her about her interviews in this article that she published last year in Vanity Fair.