This Floppy Phonics Fact Collection is both interesting and educational. There is a parents book along with the set and each book has two parts, including projects and fun activities.
In addition, we bought the Wonderwise Collection of 20 books, another non-fiction set that is geared for 5+ years, but maashaa Allah, our 2 year-old carries the books around from both sets and looks through them himself, identifying things and commenting when he isn't being read to.
We have recently found that Oxford Reading Tree does a Treetops Non-Fiction series of graded readers for higher levels up to stage 15 or above, which will inshaa Allah, give us a much wider range of books for advanced reading.
Once children are well established readers, there are many lovely books to be found that are non-fiction or based on true stories. One set we are looking at is this: