I haven't worked with it myself and it's not a TV series but the best I could come up with is
Muzzy, which is a BBC language course for children using DVD's.
There are different courses for different age groups: pre-schoolers, 5-7 and 8-12+. I've just had a quick look through the site and the link will take you to the "how it works" page.
I keep getting e-mails for Muzzy but have never tested any of the materials so let us know if you try it out. I hope this helps!