Spanish Playground http://spanishplayground.net/ has many songs activities and games. I found the other sites from this one.
Spanish for Children http://www.123teachme.com/learn_spanish/spanish_for_children
Story Place http://www.storyplace.org/sp/storyplace.asp has lots of online stories and activities
Mi mundo en palabras http://cvc.cervantes.es/ensenanza/mimundo/
PBS Kids Spanish Games http://pbskids.org/games/spanish/
Rockalingua http://www.rockalingua.com/ has fun games, songs, and videos. Many are free without subscription.
Ciudad17 http://www.ciudad17.com/peques-juegos has games to practice basic concepts like shapes, colors and numbers.
TuDiscoveryKidshttp://www.tudiscoverykids.com/ has tons of videos and games with favorite characters like Pocoyo, Peppa and Cailou. It is one of the websites for kids that is designed for native speakers but has activities that work with Spanish language learners.
OnlieFreeSpanish http://www.onlinefreespanish.com/ has lots of games to practice a wide range of vocabulary. They also have mini books and printables