Teaching a 4 year old the ways of Stocism?

My 4 year old son is going through something of a rough patch, throwing tantrums on a heap of occasions where he doesn't get his way (whether that's a boundary set by his parents, or something else in the world). On one hand, we've raised him by allowing him choices in a lot of situations, but I'm starting to see the need for him to be able to accept that there are some things he can't change no matter how much he wants. Anyone have any pointers, stories, picture books that might help?