Several people have mentioned this in their answers, and it's a good idea - just clue your relatives in a week or two ahead of time. You don't say that they always ignore your children or act in a hostile fashion, so I'm assuming they're loving but busy and/or naturally forgetful.
Your children DO get belated birthday wishes, so you know the intention is there. See what happens when you do a little reminding - "Let's see, what else is happening here? Well, we're getting our plans together for Ava's birthday party on the 12th...."
If that doesn't work, use your good sense of humor to teach your children how to be gracious: "Grandma and Aunt Jean are always late, so you know you'll have sort of a second birthday when *their* cards arrive!" Make it a family tradition instead of a family annoyance. ;^)