I am a native Chinese speaker, and I have lived in Toronto for 8 years since the time I was 18 years old. But my English listening skills are pretty poor. I cannot understand the movies in the theater without subtitles. So I really want to improve my English listening skills.
The more you talk to native speakers the better your listening skills (and not only listening). There are also a lot of different options (listen to the radio, visit speaking clubs), but when you are trying to understand what a person you are listening to means - it's the best listening practice.