what about some arts and crafts? you can buy a kit to build a bird feeder, find rocks and paint them, tye die t shirts, baking, go to the library, build a fort, do a scavenger hunt around the house or neighborhood- i know it's hard to keep them busy- good luck!!
look at familyfun.com for craft ideas
cook together, play resturant..have them set the table, make menus, help prepare food. invite grandparents over and let kids serve the grandparents. Its lots of fun!!
get art canvases ( i got a 3 pack for $12 at joAnns) and let them make real art.
go on nature hikes and collect stuff in a bag, when you get home make soemthing with it or glue it to a paper.