That really depends on how experienced you and your horses are. Do you trot? Canter? Jump? If so, how high?
Not really a game, but when I ride I focus on exercises like figure 8's, serpentines, poles, etc... basically things that teach the horse I'm riding to be attentive, bend into turns, and stay balanced. You can also set up an obstacle course of various exercises such as weaving through poles, chutes, changing gaits, circles, etc. and see who can perform it better and without mistakes. Then try it stirrupless or bareback. If you jump you can try hunter pairs; that's always fun and challenging.
Sorry I can't be more help; it's difficult to give ideas when I don't know what experience level you're at.
-----In riding horses, we borrow freedom-----