Ice bumper cars when they arrive in Providence. Skiing, snowboarding, or snow tubing at Yawgoo or Wachusetts. Not physical but different - we took a cooking class hosted at a chef's home kitchen with a group of people once and it was really fun. It came with wine plus the food you made. So it was like dinner, drinks, and a class. Dance classes at AS220. Or, dancing to 80s/90s/2000 music upstairs at Freeplay (on Fridays and Saturdays). Walking ghost tour of Providence or Newport. Off season biking around Block Island. Seconding what others have already said - indoor rock climbing, go karts, smash room, and axe throwing. The axe throwing space also has Time Zone which I believe is like an obstacle course with mini games. If you're up for a drive - Thrillz in Connecticut is a blast.