http://www.geocaching.com/
My German couple took me one night and it was really exciting............caches are just small boxes with rubbish and a notebook. You sign the notebook, take something and leave something else. Andrea and Torsten were leaving silly little torches for next finders.
We found 2 in one evening - one at a train station, the next at a church.
I would start playing in the UK but the problem is that you need a GPS which I don't have