Run through the lawn sprinkler, play hide and seek, catch lightning bugs, play dominoes (or build with them, or set them up to fall down in a line).
If you go anywhere in the car, play the ABC game (find words on signs that start with each letter in the alphabet or as another variation the letter can be anywhre in the word).
Scavanger hunt, treasure hunt with crazy clues, collect nature items for a collage, have the older ones help the younger ones look up interesting places to visit (state parks, historical sites, etc.) in your area & make all the plans for a trip to see some of the places they found (map, travel time, where to stop for potty breaks, estimated cost of gas for the trip, what to take along - camera, picnic lunch, water bottles - what order to visit the different sites, etc)