It's the classic Hot Potato game--gather the kids, grab a potato-esque object, and start playing! The kids pass the "potato" from person to person while the music plays, and whoever is holding the potato when the music stops is out. Then play another round by asking Alexa again ("Alexa, play Hot Potato") and keep going until there's only one person left!
This can also be used for Pass the Parcel, Musical Chairs, or any other game where someone is caught by a sudden stop of the music.