Talking with children about grief and loss is very hard, especially when we are hurting, too. Books can be a great way to start conversations.  See also my tips on how to read to a grieving child. See "Resources for Adults about Grief" tab for parents and caregivers. 

Books I personally recommend:
Aliki: The Two of Them
Bergren, Lisa Tan (art by Laura J. Bryant): God Gave Us Heaven
Buscaglia, Leo: The Fall of Freddie the Leaf
Cammarata, Doreen: Someone I Love Died by Suicide
dePaola, Tommy: Nana Upstairs and Nana Downstairs
Doerrfeld, Cori: The Rabbit Listened
Foy, Judy: Buttons and the Butterfly
Melonie, Bryan and Ingpen, Robert: Lifetimes
Karst, Patrice (illustrated by Joanne Lew-Vriethoff): The Invisible String
Kubler-Ross, Elisabeth (illustrated by Heather Preston): Remember the Secret
Lies, Brian: The Rough Patch
Lucado, Max (illustrated by Sergio Martinez): You are Special
Olivieri, Laura (illustrated by Kristin Elder): Where Are You?
Silverstein, Shel: The Giving Tree
Tangvald, Christine Harder (illustrated by Anne Kennedy): Someone I Love Died

Curriculum To Help Children in Grief
Christian: kidtalkgrief.com by Mel Erickson, certified grief specialist