I check the events section of my local newspaper every week for frugal things to do as a family. Subscribing to your local newspaper is a good idea. The money saved on even one or two frugal outings can more than pay for the cost of the subscription.
One of our local historical societies offers free lectures and activities regularly. (One that we attended a year or so ago was about cave drawings!)
Last weekend we attended a reenactment and rededication of a local historical site: Fort Blue Mounds. It was built during the time of the Blackhawk War when this area of the state was just being settled. It was abandoned, rediscovered, bought by the state and dedicate, forgotten again, and finally excavated and rededicated (Whew!).
We sat on a beautiful little piece of what was once prairie on a sunny day with a nice breeze and listened to stories of pioneer times told by a historian and reenactors and learned what life was like then. One of the local TV stations filmed the event, and we got to watch them work, too. It was both interesting and entertaining. Keep an eye on your local paper and have some frugal fun. Begonia