I love The Nutcracker, but there are many other works out there that also bring together literature, art, music, and dance. If you want to broaden your children’s experience with ballet, try looking into the Firebird.
The Firebird is a character from Russian folklore—a mysterious, magical bird with fiery glowing feathers, often the object of a quest, that can bring both blessings and curses to those who find it. These sumptuously-illustrated books tell some of those traditional stories:
A recording of the complete ballet, conducted by Valery Gergiev
Or, if you can find a DVD performance, even better--there are several out there: