I offer you one more Peter & the Wolf, although I haven't listened to the whole thing, so I don't know how it comes out. There's a whole generation that's bonded to anything that Jim Dale says, because he's the voice of the Harry Potter audio books. I've just ordered a version of Peter and the Wolf read by Dale -- here's a quick sample. Am curious how it compares to Bernstein.
The music-and-story audios that had a big effect on our family were a handful of CDs from a Canadian group called Classical Kids. They're stories combining a young child character with biographical information and music of a major composer. The first one we hit was Mozart's Magic Fantasy, featuring a girl who wanders into a production of The Magic Flute. It messes with the plot a bit, given that it's adding a character.
Then we went on to their best-known recording, Beethoven Lives Upstairs, telling the story of the great composer's life and death from the point of view of a boy whose mother rents a room to the almost-deaf composer. Great story, lots of funeral scene.
The girls' favorite, though, was Vivaldi's Ring of Mystery, about La Pieta orphanage in Venice, where Vivaldi taught music to the girls. The central character is a violinist who goes on an adventure at Carnival time to try to discover her past. It has a few scary moments, and vivid images of Venice which stuck with our girls until they were high schoolers and we visited the city.
They're good stories, and they implant the music subliminally. All links above have audio samples attached. I think some of them may have been turned into movies -- or videos you can find on youtube. But just sitting at home or in the car listening is a special event.