Marbles is a fun game, and pretty good fine motor skill practice too. It's a good family activity because children as young as three (but obviously not safe for children under three) can understand it and play quite well. In the cold winter months, you can play marbles inside with a piece of string or yarn tied together to make a circle.
For instructions on how to play, go here. Or watch this video.
The game is quite free-form, so you can make it up as you go too.