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Most museums have workshops on at half term, though they're not always really organised, nor the sort of place to leave your children while you work. There are loads of sports camps and playschemes everywhere. Try Camp England (very cheap) or just google playschemes with the location that best suits you.
Looking for activities in and around London! Do the museums do anything special? I've looked for daycamps but I'm not finding much. I've got to work a couple of days so I'm looking for both activities to do with them and something they could do all day while I'm at work - suggestions?