Short of procuring a time machine, you can't teach history firsthand. The events happened in the past (mostly the distant past), the people are long dead and buried, and in an overwhelming number of cases the places where events developed don't even look the same. You can, however, give your kids more than just words, not to ignore the words, but to help bring them to life in the minds of rambunctious young learners.
It's important to remember that hands-on history projects don't take the place of solid instruction. History is primarily a study of facts, and the learning of facts requires reading. But not all kids are entirely content to sit with a book for hours (or even for ten minutes), and almost all kids like to do something at least some of the time. Fortunately, there are plenty of books available that satisfy both the verbal/textual need and the hands-on element.
What exactly is a hands-on history project? It can take many forms, but most of them have to do with imitating some element of everyday life from a past era. In a book on ancient Rome kids might build an arch out of clay, wear togas, make mosaic art, and create a diorama of travelers on a Roman road. Native American activities might include making moccasins, cooking and eating succotash, planting beans and squash, and making pottery.
There are a variety of excellent history activity book series we carry, probably foremost among them those published by Chicago Review Press. These books cover everything from the travels of Marco Polo, to ancient Egypt, to Galileo and his discoveries, to the history of Chicago, and on and on. Each volume is full-color, featuring classic and contemporary art and photographs, and filled with both text-based historical information and hands-on projects of various difficulty levels.
One of the best things about the Chicago Review Press books is that they're extremely sturdy. While that might not be a selling point all by itself, it does mean you'll be able to use these texts for a long time, even when kids spill glue, water, and other craft supplies on the heavy-duty pages. The books are also engaging for kids across a spectrum of ages, and the activities are far from cheesy (unlike some similar books).
Also from Chicago Review Press are a series of less flashy books by Laurie Carlson that are more strictly activity-oriented. Each book is in black and white, and contains one- to two-page activities that clearly explain what materials you'll need, how to complete each project (with diagrams where necessary), and some information concerning the historical significance of every activity. These are great additions to a unit study, and are generally more suited for younger kids.
A bit more cartoony, but just as fun and educational, the Kaleidoscope Kids books take a more full-orbed cultural history approach. Kids play games, experience "living history," read helpful and entertaining text, and complete various other crafts and activities, all in the name of learning as much about specific periods of history as possible from the perspective of those who lived through it. These are excellent books, and will appeal to both studious and non-studious kids.
No list of history activity books would be complete without mentioning the products from Dover, particularly their historical coloring books and paper doll sets. The coloring books contain text along with very detailed pictures that kids can research before filling in, while the paper dolls include outfits for whole families from specific eras. Some of the paper doll books present real historical families, notably several of the United States presidential families.
Bellerophon coloring books are similar to the Dover coloring books, though typically they include more authentic artwork, including images of artifacts, famous paintings and statues, and portraits of famous people. (Sometimes the images are more eccentric, such as caricatures and whatnot, but mostly this isn't the case.) Many of the Bellerophon coloring books focus on individuals or a series of individuals, and some titles are quite unique: for instance, ancient Africa, kings and queens of England, and Shakespeare are all represented.
What kind of activities you want to have your kids do depends largely on how you pursue their history education. If the emphasis is on memorization and facts, you'll probably want to supplement with Dover coloring books, history plays, and research projects. If you focus on cultural history, "living history" projects will likely appeal more. And for all you unit study folks, pretty much any of these books will be useful and fun.
If you come into our store you won't find a single shelf (or shelves) of history activity books. Instead, we've scattered them into the various time-related categories to which they belong. It's not possible to give your kids a complete history education with texts like these, but you can add depth and interest. Of course, you'll probably need to put an end to crafts and the like once your kids hit high school, but by then hopefully they'll be interested enough to study willingly and even on their own.