Ok, I just read this more carefully and see you are looking for more 'physical' activities! Our sons are super-active! Here are some of the things they do...
Mini-basketball hoops in basement, 2 mounted to the wall
Outdoor above ground Intex pool
Exercise DVDs (I put exercise mats down on cement floor and mounted a big screen tv on wall with DVD/VCR player; this is where they do mini-basketball too)
Obstacle course outside (i.e. try to beat own person time, each one gets to set up part of it - they get silly with it to have fun

; i.e. put bat on ground, put forehead it and spin around 10 times, pick up a nerf gun and try to shoot a target so many times, run around the trees, do 5 push-ups, lay noodles out and do football quick toes to get through as quick as possible, dive in pool/throw ball in bucket, pick up baseball bat to hit a baseball across the yard continuously to get into a bucket, back to nerf gun station and throw a frisbee at target until they hit it; pick up football and have to hit 3 targets, etc., to across finish line)
Note: 1 person runs the timer, 1 person throws back frisbee if missed and helps gather things to keep it flowing, while 1 runs the course
Outdoor basketball hoop
Water balloon fights
Water crayon shooters hitting targets or each other
Building huge snow fort
sledding down big hill
football toss game
bean bag toss game
bowling
park day, this is usually with the cousins and my brother-in-law
outdoor nerf guns target shooting (someone sets up water bottles, etc. at different heights)
sleds pulled behind 3-wheelers through snow in winter
swimming lessons in the winter
volleyball net between 2 trees
activity table downstairs (i.e. foosball, air hockey, ping pong, etc.)
walk the dog, pet the cats
throw the football around, tackle football
1 pitches baseball, 1 hits, 1 fields balls
yard calisthenics to get ready for deer hunting season (where they walk LOTS of miles in a day); run around the yard 5 times, 25 jumping jacks, 10 push-ups, 25 sit-ups, run around the yard, etc.); they can take turns leading the exercises, the order, and the amount of what is done for each
Build huge forts in the basement with tents/blankets/etc. and 'camp' or have in the dark nerf gun fights
fishing and hunting with my dh
We're thinking about training for a 5K together. I might wait until our youngest is a little older though.
We've had a lot of fun trying to be 'healthy' in the kitchen! Smoothies, juicers, raspberry lemonade, making own popcorn with whirly pop, etc. As well as not as healthy (i.e. they make a big cookie together or other desserts). We have picnic style breakfast one day a week, where Wyatt makes homemade donuts in our little donut maker, and Riley makes homemade smoothies. We throw a picnic blanket down and all each together on it in the living room on the floor. Everyone loves this!
Well, those are some ideas! I hope something helps!
In Christ,
Julie