Huck, our 4 y.o. after watching me set up a new table lamp: "Hmmm...I wonder how that lamp works."   
Me: "Well, buddy, I just put the bulb in and this little knob works just like the light switch on the wall except you twist it."   
He turns the lamp on and off a few times.   
Huck: "Hmmm...I wonder how it WORKS though."   
I thought I'd blow his mind so I explained the entire inner workings of a lamp/light fixture, showed him the cord and explained how there were 2 wires inside that went to the prongs and that when we plug it in to the power strip it creates a circuit and that the switch opens and closes the circuit.   
Huck: "OH! ...but I wonder how the electricity gets here."   
I used a reference from one of his favorite movies, "Big Robok" (Iron Giant), where the robot was getting shocked while eating the power plant. I explained how the power plant works, substations, the power lines taking the electricity to houses and businesses, etc. I mean, the works. I used another few references from the time he got to come visit me on a site when I was a commercial electrician.   
Huck, seemingly impressed: "OH WOW!                       
....but I wonder if there are electrons in it."