There are a few different figures for each key part of the story:
Mary’s Good News
The Road to Bethlehem
Born in a Manger
The Shepherds Visit
Wise Men Follow a Star
These are great for fidgety little kids, as they love to watch the figures move as you tell the story.
Additionally, you could print the black and white versions for take home crafts, each week you could send children home with their own story puppets they can use to share what they’ve learned.