We used to play one while traveling. We called it the geography game. Here is how it works. The first person will say the name of a location. This can be any physical location (state, country, river, ocean, planet, galaxy, whatever). The next person has to come up with a location whose first letter is the same as the last letter of the last word and can't have been used before.

So a few turns could look like:

Moon

Nantucket

Turkey

Yemen

Nebraska

Adirondack

Starts our very easy but gets extremely challenging after some time. We did this once on a road trip and continued the game among four of us (all adults) for the entire road trip, about a week or more. It gets hilarious when it is one person's turn for hours and then our of nowhere they just scream the next word.