Oh yes to theme days! Right I'll have a go. I did this with a bunch of 4-12 year olds years ago and it was pretty popular. Disclaimer- pick and choose for God's sake, only the Duracell bunny would do all this in one day
Theme- Space
Sensory/tuff tray activity - put tinfoil at the bottom of your tray. Scrunch more foil into balls for moon rocks. Mix sand with glitter and sprinkle over- moonsand. Add some ripped up cotton wool for that hazy nebula effect, and if you're really fancy, glow in the dark stars (especially if you're inside and can turn off the lights) Any old car and figurine can be a moon buggy and astronaut.
Numeracy/Literacy-I also provided sticks/old paintbrushes with the bristles cut off, printed out some space related words, and encouraged the kids to trace them into the sand. Again this was older kids, but it's fairly adaptable for younger. You can also count the moon rocks, count the stars etc.
Books Aliens love underpants/My First Usborne Book of Space
Music God I'm itching to come over all pretentious and suggest Holst's Planets, and actually this isn't a bad one for an older preschool age child as afaik it's used with primary aged kids as an introduction to musical theory (Mars= war= sounding all fierce - sorry, I am so not a musical person apart from listening to it, but you know) but failing that, Twinkle Twinkle Little Star, Five Little Aliens, Star Light Star Bright, I See The Moon etc.
Craft easy peasy- loo roll tubes, paint and glue- make a rocket.
Slightly trickier but bear with me- cut one of the sections out of an egg box. Paint and glitter it. Cut a circle out of a plastic bag, attach your circle parachute style to the egg box with glue and string. You have a parachute!
Physical activity Go for a walk in the dark, preferably on a clear night. Try to get up somewhere high. Bring pictures of constellations with you - can you spot any? Or can you see any of your own?
Baking- make basic round biscuits, and ice them in the stages of the moon. Or get a Jaffa cake and do that thing from that advertisement years ago "full moon- half moon- total eclipse!". Or make cupcakes and buy little edible planet cupcake toppers off ebay (my personal favourite option)
STEM - if you made a parachute earlier, take it out on a walk. Investigate gravity by chucking it off things. You can make a simpler parachute by tying a pencil to the handles of a plastic bag. Chuck it off things too. Chuck leaves off things if you are too knackered at this point to make a sodding parachute. Explain the concept of gravity to your toddler and good bloody luck to you
note: please do not chuck yourself off anything though at this point you may be sorely tempted because you've just looked at the clock and realised it's still a million years until bedtime, and your house is covered with balls of tinfoil and moon sand
Other things you could do depending on what you have and how energetic you are
Shadow play with a torch and a blanket in a darkened room
Space playdough - black or purple food dye with star shaped sequins stirred through, star shaped cutters
If you can get hold of a telescope - I know some heritage type places randomly have big telescopes mounted on ruined castle walls and stuff like that - might be worth a trip out if you can find one.
Get a cardboard box and pretend it's a rocket. Round laundry baskets make good rockets too.