I think that using a baby doll is a really easy way to make learning the parts of the body fun. We did this last fall when we were doing a unit study on bones. My daughter got a kick out of it and definitely retained the information. It's a little hard to show all the bones on a doll (such as the clavicle) but some bones can certainly be taught with one.
We used our Cinderella baby doll. Other than a baby doll, you'll need some Post-it Notes, scissors, and a Sharpie. We decided to focus on some bones in the leg. I took a few Post-it Notes and wrote down the names of the bones on the top (where the sticky part is,) cut them down to size, and then stuck them on the doll with my daughter.
As you can see we did the femur, patella, and tibia on the front side. This is a great way to learn the names of the bones in a fun way, like I said. But it is also great for kids in the emergent reader or even reading phase. This activity helps improve vocabulary and early literacy skills because it has the words written out to be read and seen.