The 4-H club
In order to remember the sounds that sh/ch/wh/th make, here is a story that kids enjoy.
There are four members of the 4-H club. They are a lady who is always asking everyone to be quiet - /sh/ as in ship, a person who rattles a chain - /ch/as in chip, a person who is always sticking out his tongue - /th/ as in this, and someone who is always trying to blow out the candle - /wh/ as in whistle.
