I've assembled a comprehensive list of events throughout the year in the area of Lisbon, Cascais and Sintra of interest to families travelling with children.
Indespensable guides to concerts, exhibitions, etc in the towns of Cascais and Sintra are here:
Cascais City Hall's event guide
Cascais Cultural Guide

Sintra City Hall's event guide

Lisbon Cultural Guide
Lisbon Cultural Blog


Music Days in Belem
Come to the "Music Days", at the Belem Cultural Centre in Lisbon in April.


FIMFA - Festival Internacional de Marionetas e Formas
In May, FIMFA brings puppets from throughout the world to Lisbon.

International Showjumping
In May, Lisbon hosts the CSIO - Official International Showjumping Competition of Lisbon, one of the top ten equestrian events in the world.

Cartoon Exhibit Sintra which takes place at the Sintra Museu de Arte Moderna and the Centro Cultural Olga Cadaval


Festivities of Lisbon
With a whiff of summer in the air, the Festivities of Lisbon offer a welter of entertainment activities that will invade Lisbon's oldest neighbourhoods.


FIARTIL, Estoril - the Feira Popular
Take advantage of the hot summer nights and visit the Estoril International Handicrafts Fair - a must for all tourists and one of the region's most deservedly popular events. Throughout July and August.


Quebramar-Chrysler Trophy
In August, the exquisite Bay of Cascais will host one of Portugal's finest sailing regattas.

Buondi Billabong Pro
In August, the world's surfing circuit, will visit the Ribeira de Ilhas beach in a spectacle of pure adrenaline.

Estoril Open
The Estoril Open, is one of the rare world tennis events to combine at the same time tournaments that count towards the official classifications of the ATP and the WTA Tour.

Festival do Mar, Cascais
Celebrate the seas at this open-air concert with sound and light show in the center of historic Cascais.


World Fireworks Festival
In September, the skies over Lisbon will be filled with the light and colour of the World Fireworks Festival!


Grand Prix of Portugal 2009
The Portuguese Motorcycling Grand Prix, a stage on the annual motorcycling circuit for 125 c.c., 250 c.c. and MotoGP motorcycles, is held on October 2009.


International Chocolate Festival
Anyone with a sweet tooth shouldn't miss the chance to take part in the International Chocolate Festival in Obidos.

National Horse Fair
Witness the National Horse Fair in November in Golega, a region where the equestrian tradition is deeply rooted.





Here's a thorough list of links that might also be valuable:


Portugal for Kids


The "Sniper" Adventure park in Sintra

Museums Especially for Kids

Sintra's Toy Museum

Lisbon's Oceanarium

Children's Museum

Electricity Museum

Pavilion of Knowledge - Ciencia Viva

National Coach Museum

Lisbon Zoo

Nation's Park