Health – I have never heard of a general safety course and I personally don’t know anyone who has taken one. There are CPR and EMT courses, defensive driving courses, pool life-saving courses, but I have never heard of a general safety-for-parenting course.
I think it is much more realistic to read published articles, any hand-outs from pediatricians/dentists, fire safety brochures, the “pool rules” every so often when going to the pool, listen to Torah tapes regarding safety (like R’ Avigdor Miller), etc. to make ourselves and our children aware of different safety issues. And then to reinforce it with our own actions in our home.