So many people say: "Don't take young kids abroad, they won't really remember those travels." BS. I took my son to Brazil, it was great, we got on a $1 cab ride, got on a pirate ship, endless alpine slide after the aerial tram, and went to the Botanical Garden in Rio. (He did say: "that day was totally boring, we didn't do anything!", but I know it was the greatest day of his life, and I can point out all those thing…
I've said that it doesn't matter if they remember it. It's much more important that they experience it.
You can only experience Rome as a four-year old when you are four years old, there is no chance of getting that experience ever again their lives. They can experience Rome again, and again as an adult if they want, but being 4, 8, 12 or teenager at new place is not something that anyone has a chance of ever repeating.
They remember somethings, forget others, but come away with an interest in people, places, environments, etc.