Hi CeciliaMiddleton
Welcome to Wimbledon (and indeed to Mumsnet Merton & Wimbledon) 
We've got lots of listings for half-term. Top suggestions based on our own experiences (but it does rather depend on the weather) include:
Taking them to see a play at the Polka Theatre - there's also a book 'reading' corner, dressing up chest, rocking horses to ride on, fab cafe and even a great outdoor play area with a pirate ship if the weather is dry. You can easily while away half a day there.
A walk/cycle ride from Abbey Mills, to Deen City Farm and then on to Morden Hall Park - at a leisurely pace, and with stops can be a whole day's outing.
If you're in Wimbledon, we have the bijou arthouse HMVCurzon and Odeon which both tend to show children's films during school holidays, and then there are plenty of nearby cafes and restaurants for lunch afterwards. We really rate Franco Manca, Wahaca and Chipotle as fun places to eat based on our extensive eating-out-as-a-family experiences...
There's also ten pin bowling at the David Lloyd Leisure Centre in Raynes Park (with cheap deals on Fridays of school hols).
Softplay
And hopefully some other Mumsnetters will be along soon to add their recommendations. It is also always worth checking out what's going on in neighbouring Mumsnet Local sites:
MN Kingston
MN Lambeth
MN Richmond
MN Sutton
MN Wandsworth
MN Surrey
And it's always worth keeping an eye on our FB page too for updates.
Happy to answer any other queries you may have too.
And you may be interested in joining one of our meet-up groups too.
Good luck!
Kate