We had a great time reading chapter 16 of The Story of the World, Volume 2 and learning about the feudal system. Of course, the first thing we did after reading it was go make the castle mentioned in the activity guide. It was a great hit. (An an excellent use for leftover Halloween candy!)
Windsor Castle is a great option for teaching kids about medieval castle construction. The round tower used to be the keep--it was expanded in the 1800s.
It was fun to show all these things to the kids and help them understand medieval castles a bit better. After that we read St. George and the Dragon by Margaret Hodges. It provides examples of a knight owing service to a monarch--an easy way to demonstrate how the feudal system worked.
A few days later Abby informed me that she was building Windsor Castle out of blocks.