A lot of people have commented on the passport idea. I wish I could take credit for it, but I cannot. It actually is a part of the My Father's World Exploring Countries and Cultures curriculum.
The passport books, though, can be bought - I saw them at Walgreen's last week. To stamp (sticker) as we enter each country, we are using flag stickers from DK's Flags of the World sticker book. There are 2 flags for each country in the book - one small and one large. We use the large ones in the passport and the small ones in the book, placing them on the correct country.