Sharon at Rocks in My Dryer has been linking to various online geography games, but I've found the granddaddy of them all:
You can find absolutely every geography fact, quiz, you name it, here. There's also animal games, periodic table quizzes, and a food chain game. I could spend all day on this site (ed.: this is for your kids, not you. me: but I like geography games!).
Enjoy, whatever your age.