PBS Kids show CyberChase offers a range of online resources including activities and games geared toward learning math, code, and similar concepts
NASA Kids Club site has plenty of math and space-related projects and activities.
Explore NASA STEM Resources for Students in grades K-4
Drag and drop programming (SCRATCH) to create stories, games, and animations, developed by MIT.
Ruby programming designed for younger audiences. KidsRuby makes it fun and easy to learn how to program.