Games for learning key names:
http://www.musictechteacher.com/music_quizzes/quiz_mighty_music_man001.htm
http://www.musictechteacher.com/music_quizzes/aq_identify_the_piano_key_words/quiz.html
http://www.musictechteacher.com/music_quizzes/quiz_identify_the_piano_keys.htm
Games for learning names of lines and spaces:
http://www.musictechteacher.com/music_quizzes/quiz_treble_bass_space_invaders.htm
http://www.musictechteacher.com/music_quizzes/cg_quiz_hoopshoot_lines_spaces.htm
Quizzes:
Interval identification
http://www.musictheory.net/exercises/interval
Key signature identification
http://www.musictheory.net/exercises/keysig