When my kids were younger, they took part in a Jui Jitsu class that had a really good self-defence component built into it.

They did do standard Jui Jitsu curriculum & played games, but also covered things like:

• Defence techniques to avoid being carried away; first running away, but then things like dropping to the ground 'turtle-back' & kicking, using legs to push off & avoid getting forced in a car, 'computer' stuns, etc. When doing this they were taught to yell "This is not my parent" to help any bystanders realize this isn't just a kid throwing a tantrum.
• Review of common lures used by predators; this included an oft repeated "adults don't ask kids for help, adults ask adults for help."
• Who to ask help from; safe strangers.
• How to call 911.
• To flood a sink if trapped in an apartment bathroom.

Those are some of the things that stick out in my memory at least.