It would be a crime to do Russian studies with a five-year-old and not visit Sergei Prokofiev and Peter and the Wolf. I think most people agree that Peter and the Wolf is the best introduction to classical music for children. Gerrick loved this CD and DVD when he was two, but hasn't pulled them out in a really long time.
Bernstein's Favorites: Children's Classics
Elmo's Musical Adventure--The Story of Peter and the Wolf
We enjoyed them both again today and also played this online game. (Thanks for the link, Mom and Kiddo!)