I don't think there's very much for that age, except for maybe themed episodes of TV shows! On the other hand, there are TONS of autumn/Halloween/Thanksgiving picture books perfect for three-year-olds.
We LOVE the old Disney version of The Legend of Sleepy Hollow. It's hard to find but so worth it if you do. Any of the Winnie the Poo's because they are so nature based. Little Bear is nature based as well.