Fill a box with small representations of the items particular to a religious topic. For instance, when teaching kids about Easter, fill a box with a small stuffed lamb, an empty egg, a wooden cross and other symbols of the holiday. Put the kids in a circle, and have each kid, in turn, pick an item out of the box and explain its relevance to Easter. For a correct explanation, award two points. For an incorrect explanation, award zero points. In the end, reward the one with the most points with an appropriately-themed prize.
Help kids memorize religious verses from holy books. Write out the verse on a piece of paper, then cut the paper up so that each word is on a separate piece of paper. Put the kids in teams and distribute the pieces of paper to the teams. Have them sort the paper until it forms a cohesive phrase, which they recognize from their holy book. Make it a race, and award a prize to the team that sorts out the words most quickly. Not only will kids have a great time with this -- the process of sorting out the words will help them build their cognitive abilities.
Read a religious story out loud. Give kids a sheet of Bingo paper with Bingo words or phrases. When you read out a particular word or phrase that the kids have on their paper, or when you read out a similar phrase to what the kids have on their paper, they should mark the square. The one with the greatest number of squares marked, or with five squares in a row marked (diagonally, vertically or horizontally) wins a prize.
Give the kids word searches or crossword puzzles containing key religious words or phrases. First, have them pick out or find the relevant words. Ask them to explain the important words and award points for correct explanations. Then, discuss with them how the words relate to greater religious themes. Award the kid with the most points, in the end, with an appropriately-themed prize. Alternatively, engage them in games like Hangman, in which you place the kids into two teams that have to guess the religious term or phrase. Along the way, you can provide them with hints to get them to think more about religion while pointing them in the right direction. Reward the team that completes the most words or phrases with a prize.