Give each child a disposable camera. Walk around a predetermined area with them -- your backyard, perhaps, or a local park, or a few streets in your city. Have the children take pictures of everything that they are grateful for -- this could be as random as blades of grass, ice cream cones, the sky, pretty people, etc. Then, develop the pictures. Have the children write their names on the backs of pictures, then put the children in a circle and pass a few photos around the circle. Play some music, and when the music stops, have the children holding photos guess who took the photo.
As an offshoot of the photo gratitude game in Section 1, have the children construct a collage with the photos that they took. They can look at each others' photos and share photos if they like. Challenge them to create a unified theme with their photos -- either by constructing the collage solely from photos of a certain type, or by cutting their photos into particular shapes, etc. Then, have a panel of adults judge the kids' artistic efforts. Reward all the kids with prizes.
Join in and play this game, if you like. Arrange your kids in the circle, and assign the leader (yourself, or one of the kids) to start. The person starting should say something that he is grateful for, that starts with the letter "A." The next person should say something that she is grateful for, starting with the letter "B." End the round when you have covered the entire alphabet. As a variation, give kids a theme of gratitude (gratitude for people, things, ideas, etc) and have them play the A-Z game focused around that theme.
Make grab bags for all the kids, with items that would traditionally be used in party favor bags, such as candy and noisemakers. As well, put in a few symbols of things to be grateful for. Depending on the time of year, you could use a piece of green felt in the shape of a Christmas tree, autumn leaves, or a few fresh or artificial flowers. Or, put in toy cars, china figurines, dolls (to symbolize people), etc. Ask kids to take turns taking goodies out of the bags, and then to express why they are grateful for the particular goodies in their bag. This game is particularly fun to play with young children!