I know that I've mentioned it before, but my children *love* all of the Glory Story CD's that are put out by Catholic World Missions. The last couple years, my children have each gotten one of the CD's in their Easter Basket and we now all 10 CD's.
One of our favorite CD's during Lent is The Passion for Children: The Way of the Cross. This CD teaches children how to pray the Stations of the Cross, and also includes dramatized explanations of "what happened" at each station.
Right now, you can listen to the full "The Passion for Children" CD online!
Also, for those of you interested in ordering a couple CD's for Easter Baskets... ;) My *favorite* place to purchase them is Sacred Heart Books and Gifts. Not only do they offer the Glory Story CD's at a 25% discount, they also offer free shipping with a $25 order, making them very affordable. (I also order most of my Little Flower supplies from them too!! You can't beat their prices!)