Brown paper grocery bags and boxes make great cat caves.
Toss a ping pong ball, cat toy, or one of the recycled toys from above, into the bag or box.
For a fancier cat hide-away, cut holes in a large box and hang long ribbons from the openings and pitch toys into the openings for kitty to find.
Others require a little more imagination, like the toy Zack Scott, with the help of his feline friend, Otto,demonstrates. Check it out.