Find items that can serve as "treasure," which they must collect. Then write clues that vaguely hint to the location of items and sometimes to other clues.
It is simple. Take your child's preferred "treasure", then hide it all round the area where you're celebrating. Don't make it to difficult, he may lose interest.
Come up with several treasures, maps or clues, and one treasure chest. Bury or hide the treasures with a map or clue to help them find the next. Let the last one be the treasure chest! Make sure to let X mark the spot!