Those are some fun ideas! We also love getting outside, but when indoors, arts and crafts really help keep everyone occupied. Paint, glue, glitter and all manner of colourful mediums to express themselves keep my gang entertained for hours, especially with some fun music on in the background.
I second the cooking idea - especially for older multiples. My kids love preparing snacks and meals, and it's a great life skill for them to learn too. I often find them trying out their own recipes which is super cute, although sometimes the results are interesting...
We also occasionally set up a little market stall indoors, where the kids can make things to 'sell' - this keeps them busy creating stock, and they learn a bit about money and transactions too.
And finally, a good old fashion scavenger hunt is always a winner in our house! Great for helping little ones develop those observation skills.