An obvious fun lesson is a trip to a museum. But a really fun, and often overlooked, visit to an ODD museum is even better. Neatorama had a post recently that included 10 Strange and Obscure American Museums and I love them all. I want to visit them all, preferably with all of our children!
The list includes the Barnum Museum but we have visited the Ringling Museum in Sarasota (though Michelle was not with us because she was living with her dad at the time, darn it). It was great fun and very interesting. My son found it really interesting because his great-grandfather actually spent a decade traveling with Ringling and his grandmother talks about this quite a bit – meeting the bearded lady, trying to wear the "fat lady’s" ring, stuff like that.