There is the geography portion of Hypatia's Five in a Row curriculum, and there are also some nice basic geography workbooks we got as Christmas gifts. The FIAR work is nice for just getting a big picture idea of where countries are in the world. The workbooks are nice for working on directions, maps, and so forth.
And then the kids take off on their own fun, and create treasure maps and treasure hunts. I think we need to do some geocaching. :)