Children who suffer from ADHD often have additional problems in sensory processing. It is important for these children to try and continue a certain activity for a longer period of time. This has more chance of succeeding if the activity does not only include movement, but something to feel as well: adding some tactile stimulus helps them to remain focused and makes the activity more pleasant for them to carry out. Enjoying the activity is very important.
This page lists many different activities and games for children with ADHD.