One of the best ways to learn something is to find an enjoyable way to reinforce the concepts. These games do that, to varying degrees, by either providing physics questions, or in some way using the very laws of physics themselves as a key component of play.
Game of Knowledge
University Games
Game of Knowledge is a fun take the normal trivia game. It has two levels of questions - one for ages 10-15 and one for ages 16+. The idea is that this allows for an even playing field among different ages, especially for a "family game night" sort of situation. Whether the differences in questions actually level the playing field is open to debate, but the game is enjoyable, even if only among adults. The physics content, however, is relatively low - one of the 6 categories is "Science," which includes a fairly large number of physics questions. Most of the questions and categories require more knowledge about pop culture and world events.
iBall
Winning Moves Games (promotional graphics)
The iBall is an interesting game which has little in the way of rules aside from the laws of physics themselves. The goal is to get a set of ball bearings to orbit inside a hollow plastic sphere. It can be played solo, or multiple players can take turns to see who gets the best times. Though the players can easily become frustrated with this game, for those who remain dedicated it can become a pleasant obsession as the player tries to get the balls to orbit in multiple directions.
Magnetix - magnetic construction set
Mega Bloks
The Magnetix line of toys has fascinated me since I first came across them several years ago. Since then, it has expanded into a wide variety of different types of pieces, which can be combined in ways that are limited pretty much solely by the imagination, all held together by the power of electromagnetism. The line has expanded now to include the Magna-Saurs, various action figures & vehicles, and even the iCoaster (see below). 
For pre-school children, check out the Magtastik line of pre-school toys, which are larger so that young children will not be able to accidentally swallow them.
I-Coaster
Magnetix / Mega Blocks (Mega Brands company)
I'm of mixed opinions on the I-Coaster at the moment, and slowly am trying to formulate a final opinion about it. Using magnetized pieces, you construct a "roller coaster" in which a ball bearing rolls from top to bottom, performing various gravity-defying stunts along the way.
The instructions for how to assemble the I-Coaster aren't particularly clear. It took me a couple of days of looking them over to figure out the specifics of how everything was supposed to work, and even when assembled precisely like it needs to be, there are still a few glitches where the ball jumps the rails. But that's part of the fun of it.
