Mrs. Wishy-Washy by Joy Cowley - A little board book about a woman who's farm animals can't help but play in the mud. This can be turned into a feltboard easily. Can also be used as a stand up action story. Get the kids to twist and turn when Mrs. Wishy-Washy cleans the animals. Or, have them mine using a sponge to clean-up.
Max Cleans Up by Rosemary Wells - Likable Max has a really gross messy room. With the help of Ruby he just might be able to change his messy ways.... or can he.
What Did You Put in Your Pocket? by Beatrice Schenk de Regniers - One of my favorite read alouds. Funky illustrations with some really fun opportunities to get kids involved. Each day of the week you put a new gross thing in your pocket and make a total mess. Kids really love how silly and gross this story is.
Mouse Mess by Linna Riley - I just love the collage illustrations in this book. A mouse sneaks out after the family is off to bed to snack on the treats in their kitchen, making a huge mess in the process. The artist uses multiple panels on pages showing a sequence of events. This is a good intro to the concept of sequences for young kids.
Maisy Bakes a Cake by Lucy Cousins - Baking a cake can be messy work, luckily Maisy is a neat little mousey. This book is full of pull tabs to show kids the process of making a cake from start to finish. Loads of fun and very interactive.
Tip Tip Dig Dig by Emma Garcia - A fun read aloud that encouraged kids to make hand motions mimicking what each type of truck does. Lots of repetition makes kids really feel ownership of this story.