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Check out your local library. Many libraries have free programs for every age group and an online posting of those activities. Many have a Facebook page and create events that you can even sign up for and connect to your personal devices' calendars for reminders as well.
Some cities near metropolitan areas even have share programs with neighboring towns to help you have even easier access to books, movie, audio books and more. The libraries near our locations even have puzzles, games and project/science kits to check out. The Girl Scout troop has even checked out the robotics kit to earn their robotics badges. Don't forget the computer access for both adults and children.
City Parks & Recreation
Check out with your local area has. Most have parks and events/activities listed online. Check out the municipalities near you as well. many parks are being modified to include free splash pad areas. This is a great fun locale for the kids in the summer.
Does your town or school district have a natatorium? What a great resource! Many have public swim times and activities scheduled there too. Many have swim lessons for children and adults. Some have swim and diving select club teams too.
Community Centers for municipalities are a great place to have activities and events and many have non-resident access as well.
Senior Citizen Centers are a great place to have activities for older adults. Many have field trips to awesome locations. Some near us have out of state vacation tours and even out of the country!
Have you checked out the large outdoor stores like Bass Pro Shop and Cabela's for free or lost cost activities and/or classes? They have them and even free summer camps in the summer! Most have some sort of range. I know the Bass Pro Shop in Grapevine, TX (DFW area) has a gun range and the Cabela's in far north Fort Worth, TX has an archery and BB range. Many have some interesting displays such as fishing ponds outdoors (must sign a waiver inside), aquariums, "stuffed" animal displays and indoor ponds where you can feed the fish with fish pellets from a coin vending unit. Some even have a fun coin/token arcade shooting gallery.
Restaurants sometimes have free concerts for entertainment while you dine or drink.
Malls (even outlet ones) have some free events for the kids that can make their dreams come true. Super hero appearance, pet adoptions and holiday character appearances are fun for the kiddos. Many have carousels, movies, ice skating rinks, arcades, paint ball and so many more activities that can keep kids occupied. Check out Groupon/memberships or other special events to lower the costs.