Games can effectively be used to teach both vocabulary and structures. First, find some visuals for the vocabulary you want to teach. For example, if you are teaching animals, some photos or illustrations of dogs, cats, birds, etc. will do just fine. Then, think of a gesture that can go along with each. The gesture for "bird" might be flapping your arms like wings. Remember, for young children in particular, bigger is better. Don't flap from the wrist, flap from the shoulders!
In class, show the children the picture and then say the word while doing the gesture. Encourage them to copy you. Once you have gone through all the vocabulary, you are ready to start playing.
Many classroom games can be adapted to use with TPR. For young children, even something as simple as calling out a word and then letting them run around making the gesture can be a fun activity. For older children, you will need a little more structure. One ever-popular option is called "Bridge." Spread the visuals on the floor in a line. Split the class into two teams. Have the teams start from opposite ends. As they step next to a visual, they should say the word and do the gesture, then advance to the next visual. When they meet a person from the opposite team, they do rock, paper, scissors. The winner keeps going; the loser goes back to the end of their team's line. The first team to reach the other side wins.
You can also use games to teach structures in the same way. Simply add a gesture for the structure. For example, if the structure you want to teach with animals is "I like _____," you could try hugging the appropriate visual while saying it. Remember to keep the animal gesture as well. "I like" [hugging visual] "birds" [flapping wings].