M.K.
I did a game at my son's third birthday where I wrapped some sticker sheets (enough for each kid to have one) in a little box, then wrapped that box in a bigger box, then that present in a bigger box, etc. until there were as many layers as children at the party (I think we had 6 kids, but I don't remember). Then we palyed a game like hot potato; they passed the present around the circle while the music was playing, then weh the music stopped, whoever was holding the present got to open it. We continued until the little box was opened, and the kids each got a sheet of stickers matching the party's theme.
I read about one for a girl's party where you give each girl a charm bracelet, then you make a ball of charms to unwrap at the party. The way it works is you tear pieces of crepe paper streamers into varying lengths 10-20 inches long. Tape a charm to one end of each length, then wrap them up like a ball of yarn. At the party, then, each girl gets to unwrap one part of the ball and keep the little charm for her bracelet. I thought it'd be cute with little car or vehicles, but I couldn't find any small enough.