One of my favorites is nature bracelets. Just wrap a piece of sticky tape, sticky side outwards round you child's wrist. They can collect all sorts of little bits and bobs and stick them on.
We also like making mini gardens. Put some compost in a shallow tray and use things you find to build your garden. For example a shell makes a good pond, pinecones and twigs can make trees and bushes. If you like you can even sprinkle on some grass seeds to make your garden grow.