Toddlers or preschoolers?
Heritage Park was easily the biggest hit with my kids between the ages of 3 and 6.
If they are on the older part of the spectrum (5 or 6) the Museum of the Regiments is probably Calgary's best 'unknown' activity. Probably not suitable for 3 and 4 year olds (two 7 year-olds i took absolutely loved it, while my 4-year-old was scared in a lot of places).
Not sure what they have where you are from, but many out of town guests who visit us from smaller centres always like hitting the wave pools at Southland or Village Square.
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