There are a number of tactile coloring books available commercially, or you can make your own.
Tactile Vision Graphics (Canada) offers quite a few options.
These are also available through MaxiAids.
National Braille Press offers a number of raised line coloring books, including:
American Printing House for the Blind (APH) offers:
Free activities to teach children who are blind are also available on this page: The Day the Crayons Quit activities.