We travel a lot with our kids for our vacations. We spent six weeks in Greece a few years ago travelling most of the countryside and taking in all the sites and visiting relatives (mine).
A couple of years ago we spent two weeks in Italy ... Rome, Florence, and Venice and some of the countryside. Our ancient history studies have been very complete

and plenty of art appreciation! We still have Egypt on the list for "some day".
Last year we spent two weeks in England and Scotland. Lots of time in London, Oxford, Bath, Stonehenge, Lochness, the actual steam train from Harry Potter, and more castles than I can possibly mention -- the Middle Ages come to life, and also plenty of ancient history in places like Bath and Stonehenge.
This year we spent a few days in Dover and Canterbury England and then cruised up to Denmark, Northern Germany, Estonia, Russia, Finland and Sweden.
We have been to many different places in Canada and the US.
We have a time-share and transfer our points to use in hotels in Europe. We also use air-miles through our credit cards for cheap flights. Our entire trip for two weeks in Italy cost less than $5000 for the five of us. Our accomodation was completely free through our time share and we found a "one day sale" for cheap flights through our local newspaper and used our air-miles.
We study every country we visit, mostly by just reading and researching and learning while we are there. We book tours with tour guides who teach us everything we need to know.
I use this website to get book ideas:
www.travelforkids.com
ETA: we do not take any books with us except for travel books for the places we are visiting, and our own 'reading for pleasure' books. We do not take any curriculum, but this is just travelling for vacation, not permanent travelling for extended periods of time. If we ever travel for an extended period of time during the school year, I would probably consider taking math with us.