A thaumatrope is a Victorian toy, where there are two images mounted back to back. It is mounted on a string (like a button spinner) and when it spins, showing first one side, then the next, they seem to spin together to create a single image. This is due to persistence of vision. (We make these when we study the five senses.)
Since button spinners can be hard for 3 – 4 year olds to make work well, we did a variation on this, as found on What We Do All Day, where we mounted the disks on a straw so kids could spin it by rubbing hands back and forth. (One of my hidden agendas in my class is to teach my kids a vast array of motor skills!) If you had older kids (7 and up), they could design their own. We used several printable designs I found online (just search for images of “thaumatrope print“). I printed them, the kids colored them, cut them out, and taped them onto the straw. Note, it’s really important that the straw goes straight up and down with the image… otherwise the images might not blur together properly.