I'm always trying to come up with new ways to teach my kids about art/artists. My most recent idea is to have "birthday parties" for artists, with artist themed games, food, crafts, etc. Today is Picasso's birthday and seemed like a good place to start.
Pin the hat on the Harlequin; Painting after learning about Picasso's Rose Period.
Making collages; I cut up pictures of their own faces, tossed in a few Picasso-esqe shapes, and let them glue.