Discuss slavery in the U.S. and the events that led up to the Underground Railroad. Give this learning experience richer meaning by including a story of a child slave, such as "Minty--The Life of a Child Slave." This provides children with an impression of slavery that they can relate to.
Provide the children with readings on Harriett Tubman. Children in first and second grade can read "Aunt Harriett's Underground Railroad in the Sky." You can hold a discussion about Harriett Tubman with younger children who are not yet reading at that level.
Look at other heroes of the Underground Railroad. Bring up such individuals as Peg Leg Joe and John C. Parker. Discuss with the children why they are heroes. Make the discussions active so that the children are involved by asking them questions about what they are learning and why it is important.
Create a map of the Underground Railroad with the children. This is a fun activity that brings a more hands-on approach to the historical learning process. Talk more about conductors and abolitionists and where they would have been on the student's maps.
Discuss what life was like for slaves who managed to escape. Talk about problems they encountered and what happened if they were caught. Keep this information age appropriate as you do not want to frighten the children more than necessary.
Look at Freedom Quilt images and have the children choose their favorites. For a project, have the children draw their own Freedom Quilts that they can share with the others. Ask them to explain their quilts and why they chose the items that they chose to include.