One of the first biographies I remember reading as a kid was of Harry Houdini. His escapes and life totally fascinated me, and his life of magic continues to lure people in today.
Houdini: The Handcuff King, Jason Lutes
Final Seance: The Strange Friendship Between Houdini and Conan Doyle, Massimo Polidoro
Houdini! The Career of Ehrich Weiss, Kenneth Silverman
The Life and Many Deaths of Harry Houdini, Ruth Brandon
The Denver Public Library also has lots of great children's biographies of Houdini if you want to introduce your kids to this master of escapes!