Outdoor stuff (if the weather is good):
If the weather turns hot, quite often they turn on the water fountains at the North Swindon Orbital. My children can literally spend hours splashing in the fountains (take plastic shoes and swimming costume though).
About 40 mins away is Bowood (between calne and chippenham). Quite expensive (about £8 per adult and £7 per child) and that is mostly outdoors but you can easily spend a day there.
Or just a day out at the stones at Avebury. My children love just running round the stones...
What about the beach out at Ashton Keynes? Its a man made beach in the lake, but great for paddling, making sandcastles etc. The beach itself is free, but car parking is quite expensive.
There's the river out at Lechlade. You can have a ride on the boat, feed the ducks, walk along the banks of the river...
Bit further afield, but chippenham makes a great day out. My kids love catching the train up, feeding the ducks in the river and then walking up to John Coles park (fab park!).
If a bit wetter:
There are a few farms around -
Roves farm (near Highworth) - Lots of soft play, Farmer Gows (near Faringdon), Butts farm near Cirencester, Lower Shaw Farm sometimes has events for children..?
Swindon Library has story time on a saturday, if stuck.
Steam museum has lots of regular events on.
Blooms garden centre just off the M4. That has got soft play, butterfly place, pottery painting and that sort of thing.
A bit further afield is Millet's farm garden centre near Abingdon.
The £1 cinema club on a saturday and sunday morning. (Cineworld saturday mornings only, Empire cinemas sat and sun mornings).
Hopefully, that should be enough to get you started, but I'll keep thinking :-)