Nothing is more important to spies than keeping and uncovering secrets and a crucial part of this is being able to make and break codes. Write a message, encode it with a simple cipher and challenge the kids to crack it. Exactly how difficult you make it depends on how old the kids are. For younger kids, simply substituting A for 1, B for 2 and so on, is hard enough, but for older ones make it more complicated. Set Z as 1, Y as 2 for example, or flip the letters of the alphabet so that Z stands for A, Y for B etc. Keep the message fairly short, five or six sentences at the most, but two or three at the least or there will not be enough letters for them to work on.
Teach kids about fingerprints and how each person has their own unique set. Get all the kids involved to put their fingerprints down on in a sheet with an ink pad. Now, take a number of dark, smooth objects and carefully wipe them clean with a cloth. Have all the kids close their eyes. Hand one item to each kid and have them lift it up and put it down again. Make a note of which kid had which item. Swap the items between all the kids. Give each of them a small pot of talcum powder and brush. Have them dust the object for fingerprints and try to work out, using the sheet with the fingerprints collected on it, which kid was holding the item they have in front of them.
A big part of being a spy is being able to pay attention to detail and remember clearly what has happened. Use several adults or kids to act out a very suspicious scene. Have a person meet another person on a bench and swap briefcases with them. Then, have something very sudden and unexpected happen; a person rushing in and snatching the cases for example. Give each character several distinguishing features. Test the kids on what they can remember from the scene. Ask for specifics like the color of tie the person was wearing or the door they came in and left by.
This one takes quite a lot of time to set up but it's really worth it. Split the kids into two teams and get them to come up with a character a spy might want to investigate; an army general, a scientist, etc., get them to create a whole set of documents; letters, a diary or maps, for example, which relate to that character. they have to be full of information and, if possible, have some sort of story connecting the ideas. Give a desk to each team and have them arrange the documents on it. Take photographs of how everything is arranged. Now have each team send the other team a set of 10 questions they have to try and find out the answers to in 30 minutes by looking through everything on the desk. The extra challenge is that they have to arrange everything exactly as it was before they started. If the team can point to five things which the other team have put back incrrectly and you can see the things they point out on the photographs, then they win automatically. If this does not happen, the team that can answer the most questions wins. In case of a tie, the teams can take turns to ask other questions about the character they designed to see who has really learned the most.