Probably not really what you were thinking of but the Prima Princessa ballet DVDs have been a hit here (just to prompt some dancing on the floor - no extra equipment needed). We have Swan Lake and The Nutcracker http://www.amazon.com/s/ref=nb_sb_ss...+princessa+dvd
and DD and DS both love them. They have excerpts from a professional ballet company doing the ballet, a voiceover to explain the plot in a 4 year old appropriate way, segments where young dancers who are really good show steps properly and parts where a bunch of small children twirl around and have fun. It's really cute.
Lindsay
DD 12/06
DS 08/09