Do you have a fireplace or grill they could cook hot dogs and roast marshmallows for themselves?
We had a game party once that was a lot of fun. I had stations set up all over the house with UNO, Monopoly, Guess Who?, Dominoes, and SkipBo that kids could rotate and play with whomever they chose.
You could ask your local club with an indoor pool if you could rent the space out for a couple of hours.
Do you live near a skating rink? Have a dollar movie?
Throw sleeping bags and pillows in the floors, pop popcorn, and watch an adventure movie.
Bake cupcakes ahead of time and let them decorate their own.
Pin the tail on the donkey.