Hi Debbie,
Given that it will probably take you an hour or so to get to Forest of Dean the Cotswold Farm Park should be same sort of distance.
There is a steam railway that runs from Teddington to Cheltenham. Not very long though, about half hour each way http://www.gwsr.com/home.aspx
Theres a festival at cheltenham racecourse over the bank holiday that includes a line up for children http://www.greenbelt.org.uk/festival/2009/lineup/childrens
http://www.soglos.com/children/29127/Sudeley-and-GWR-bank-holiday-tickets for special bank holiday offer on steam train and castle.
There is a fun day at this model village in the Forest of Dean: http://www.soglos.com/children/29105/Kids-fun-day-at-the-Model-Village
If you go to thisisgloucestershire, which is the web of the local paper I think there is a link to a good whats on guide that they launched earlier this year.
You will probably head through Gloucester on way to Forest of Dean and the Docks are well worth visiting, with the new designer outlet village and national waterways museum. I work expect that they would have some special events on for the family.
Hope you have fun!
Mike
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