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Check out "The Safe Side; Stranger Safety" hosted by America's Most Wanted John Walsh and Baby Einstein creater Julie Clark. It is excellent for kids ages 4 and up. It is done in fun and friendly way, but pulls no punches when it comes to getting into the really important issues of stranger safety today. It deals with every aspect of stranger safety imaginable in very frank but child friendly way including how a child should avoid trouble and seek help when dealing with difficult and dangerous situations involving not just total strangers on the street but acquaintance/friends of family situations, abduction dangers, school safety, safety after school and away from home, what to do when danger comes to your house and you're home alone or babysitting, how to identify dangerous situations and what to do if you are in trouble.
Target and most stores that carry children's books and videos carry this. Otherwise order one at www.thesafeside.com