C.A.
I have never had that problem yet. I still have a 3 year old who could still end up doing the same thing. I don't know if you watch Super Nanny, but there was a episode on that very problem. They only had to deal with one child though. When it was bed time JO JO told them to take their child by the hand and lead her to her bed. While doing this you would say something like your a big girl now and you sleep in a big girl bed. Then read them a book, tuck them into bed, kiss goodnight and leave the room. You can say and do this up to 3 times,(but leave out the book reading part) after that you would just take their hand and lead them to the bed and say nothing. The first couple of nights it will get frustating having to do this time and time again. Since you have 2 who do this your husband would have to help with the other. This may sound like alot of work, but in the long run it will work. They will get it. It worked on the show and I think it took them 3 nights. After the little girl was very proud that she was a big girl sleeping in a big girl bed. If your 2 year old is still in a crib you will change the wording a little bit.
Hope this helps
C. :)