It is not really non-fiction but we like Poetry Speaks to Children. Listening is to it is a great way to learn dozens of classic poems. Also she might like a Child's Introduction to Poetry ISBN 1579122825. She might be a little young for the book but the CD offers information about types of poetry and poems. The author of Child's Introduction to poetry also has a book and CD entitled a Child's Introduction to the Night Sky. I just discovered this. Thanks for asking the question!
I have not listened to but plan to order
Story of the Orchestra : Listen While You Learn About the Instruments, the Music and the Composers Who Wrote the Music!
We also have a CD of musical clips played by individual instruments. It is a great way to learn to discern the different sounds in musical instruments.
We have a bird call CD, although not factual, is a great skill to learn.
My library has several of the Let's-Read-and-Find-Out Science on cassette.
My library has Lives of Extraordinary Women: Rulers, Rebels on CD. I listened to some of it but I transfered it to my MP3 player and the sound was scratchy. I need to go back to this one because I have heard good things about it. It appears that all the "Lives of...series" have audio recordings. I just discovered that amazon has audio downloads of these books. I going to check this out.
My daughter also has an incredible memory for information that she hears read aloud or from a CD.
I keep a book blog about the books I am reading to my dd3 and ds 6 months(living in Taiwan soon to be adopted). You might like it since our children are the same age.
http://preschoolathome.typepad.com/
HTH, I know it has helped me to think about it a little more.
Nina