I just discovered this two volume set published by the Boys Scouts of America in 1937 which has given me some ideas to suggest to my bored children. They are ideas from a more innocent time, and you may want to use them with your kids.
There all all kinds of wholesome games scoutmasters taught their troops. Boys learned how to slap the duck, skin the snake, seize the bacon and gaze at beavers:
Kids back then used their imaginations. Think of the fun your kiddos will have when you adapt this suggestion by telling them they will pretend they are playing Xbox:
Bored on Sunday? How about some alternative forms of worship like this Wicca log worshipping ceremony:
And remember - whichever of these activities you choose, the memories will linger for your children, just as the memories of a Boyscout's time with the Scoutmaster will linger in the scout's mind.