Our daughter turned four this weekend so our house was party central. Here are two games that were very popular:
Birds Nest Game (outdoor)
Props: 3 hoops (or chalk circles) for 'nests', 5 soft balls (juggling balls/bean bags) for 'eggs', prizes.
Play: One player stands in each nest. The 5 eggs are placed centrally. When you say "Go!", the players all race to bring eggs back to their nest. They may only carry one egg at a time. When the central supply is exhausted they may 'steal' eggs from other nests (still only one at a time). First player to collect three eggs in their nest wins a prize.
Ballon Rush (indoor)
Props: about 20 inflated ballons, loud music (we used Queen, 'We Will Rock You').
Play: Two teams of 1-3 players each. Divide the room in half - you could use string or tape to make a line along the floor, we rearranged the furniture into one line :-). Place the balloons along the line and start the music. The aim is to push all the ballons into your opponents half. When the music stops after say 1 minute, the team with the least ballons on their side wins. To make things interesting you could introduce a 'no hands' rule.