Tubing

And I don't mean sledding.  We had a bunch of wrapping paper rolls left over from decorating the ward Christmas party and the twins turned them in a marble course.  It took several tries, but they figured it out in the end.  You could move one piece and they had three different routes the ball would take.  And when they lost the bouncy ball they'd started with, they learned that marshmallows would also go down the course...