I purchased ours on Amazon for $20 each, here: Kidz Gear Wired Headphones for Kids. I also have the Belkin RockStar 5 Way Splitter–(each listener gets sound in BOTH ears!)-so we can all enjoy the same movie on the plane. I have each kiddo’s iPad loaded with different movies since neither of theirs can hold all of the movies in our library. For more on our mini iPads and the cases above, see The Best Mini iPad Case for Kids.
Seriously, the only headphones my kids have ever kept on, and we’ve tried a bunch!