A scavenger hunt is always good...write up a list of things to find, a leaf, stone, pine cone etc. Or if you have time on an evening to plan a treasure hunt is a good one, write up some clues and nip out early or have a friend place them for you.
Forest bingo is a nother good one that requires prep. An A4 page with mebbe 12 pictures of things that you may find in the forest, holly, a particular bird or flower, butterflies etc. Have a few sheets with a mix of pictures on, sticky back plastic em, and go out with a wipe clean marker. Every time one of the kids finds something on their sheet, cross it off. The first to cross off everything gets a treat. At the end of the walk, you can wipe them clean and use em again.
Plain paper and large crayons to do bark rubbings.
Collect leaves to do a collage at home.
I spy is always fun, as is cloud spotting.
Mebbe get them to pick one treasure while you're out in the woods, and make up a story together, each of you adds a little bit, starting with the item - say a wiggly twig is picked up. Mebbe it belongs to a mischievous brownie, and is actually a magic wand. How did he come by it, did he lose it, or hide it? What's the brownie's name and is he following you home mebbe? If you leave some chocolate out for him mebbe he'll come to visit again?
That's all I have for starters.
