The girls and me love to listen in the car to Prokofiev’s «Peter and the Wolf». We found this great version, with some narration which explains how musical instruments are connected to the personages of the story. As this is one of my favorite subjects (children and scary animals) I googled it a bit and found
this great blog with a collection of vintage covers of vinyl records, all for «Peter and the Wolf» only.
my two favorites:
a few more covers