My second grader has decided to "win" the national geographic geography bee in 2 years (I am not sure about that! But I follow his interests). Every night we look over atlases and maps.
You can look at the National Geo Society website for nice, cheap books. We have 10 so far! I have alot of foreign patients (I'm a doctor), so every time I have one, I tell him what country they were from and look it up.