I am the oldest of my siblings, so finding ways to keep them entertained was something I did a lot when we were younger.
Things to try out:
Play video games together.
Go out and play soccer or just kick a ball around. When there were only two of us, we'd play a game where we take turns shooting the ball against an area of a wall - and the next person had to kick the ball on the rebound.
Create a magazine. We'd each write articles for the magazine and draw in pictures. With all the technology at your fingertips these days, that could be much easier these days.