Trying to think like a six year-old, this would be my answer:
You know how a light bulb is made, right - there's the globe and then there's the metal base.
Well, inside that metal base, there's a miniature vacuum. When the light is off, the vacuum is accumulating light particles from the room, or the outside, or wherever the bulb happens to be. These are so infinitely small, of course, that even if it's accumulating them all day, the metal base never overflows. And then when you turn the light on, the vacuum turns into reverse mode and it spits out the light back at you, so you can see clearly.
Therefore, when you turn the light off, the light particles are sucked back into the base, through the vacuum. And that is where light goes.
*giggles* I love how kids think... I like to write fairy tales and children stories exactly for that reason - because you can literally take any object and give it a life of its own or find some wonderful and magical way of explaining it. The universe is full of cool, magical mysteries to them. Sometimes I wish it still was for adults, too...
