I love games that involve physical activity. Here is a game I found on Ministry-To-Children.com that helps kids practice which books of the Bible are from the Old or New Testament:
Have the children stand in the center of the room. Label one side of the room "Old Testament" and the other "New Testament". Call out books of the Bible and have the children move to the correct side of the room. If you want to make it more challenging, call out names that aren't books of the Bible and have them do something else (like freeze, drop to the floor, or go to the center of the room).
Click here for some more activities for learning the Books of the Bible.