My children get so much enjoyment out of empty cardboard boxes. We had a huge one left over from a new BBQ, so I cut a circular trap doors and square windows into it with a knife blade. I also attached a ramp from one of the top openings, so balls and toys can 'ride down a slide', and land into a basket at the bottom.
We didn't have any balls handy, so I made some from scrunched up newspaper and wrapped sticky tape around the outside. They were perfect for indoor play as they were light enough not to cause any damage.