There is an excellent video resource regarding the Israelite bondage in Egypt and the subsequent Exodus event entitled Patterns of Evidence: Exodus. While the actual documentary would be suitable for an Exploration for older students, they also have a series of videos for younger kids that covers much of the same material.
An excellent (and fun!) Exploration can be had by running a Biblical Character Interaction (see page 136 in your Bible Quest book) using Pharaoh as the Biblical Character. Whenever I've been Pharaoh, I always play him as overly grumpy and selfish, which the kids enjoy.