I noticed the downloadable Podcasts available on Nick Jr website. These video clips are great specially if we want to keep the kids engaged for few minutes to hours and have a mobile phone or devices like Zune or iPod or a DVD player or a computer handy on the go. There are few clips of Dora the Explorer, and Diego. Nick Jr. website also has the steps to download and store to replay on local devices.
(images from wikipedia: http://upload.wikimedia.org/wikipedia/en/thumb/6/64/Dora_and_Boots.jpg/200px-Dora_and_Boots.jpg; http://upload.wikimedia.org/wikipedia/en/thumb/8/8e/Barneythedino.jpg/150px-Barneythedino.jpg; http://upload.wikimedia.org/wikipedia/en/thumb/7/7f/Mickey_Mouse.svg/250px-Mickey_Mouse.svg.png)