I also want them to understand that the bones are alive. I think most kids think of bones as being dead because the skeletons they see are dead, but the bones inside (living) people are made of living cells (albeit in a bony matrix) just like the rest of you.
I used worksheets to review the bones and muscles, and played Skull, Scapula, Patella, and Phalanges (better, but less technically known as Head, Shoulders, Knees, and Toes). Simon Says with the major muscle groups is another fun way to review. We also cut out skeletons, because
The nervous system was also fun: I got to draw my favorite cell, the neuron (it totally looks like a space alien!). And we reviewed the basic parts of the brain. Here's a video which does a really nice overview of the nervous system in 5 minutes with inexplicably creepy music.