Our own behavior will reflect on our kids' behavior. No book or video can teach what parents can. We ourselves need to respect all the races, religion, gender to inculcate respect in them.
We can get our kids to do arts and craft projects that help them celebrate different cultures? This is a simple craft they can do at home using ribbons and post its
I think the most important part is to expose your child to materials that represent a diverse set of people, and not just one group/race/religion/gender