I'm participating this year in a Big Brother/Sister mentorship program for kids who have had thier older sibling killed in a terrorist attack.... I'm supposed to think up fun activities that take up to two hours to do with the kid (second grade boy) to make him feel that there is someone who's attention is focused completely on him.... My problem is I've run out of activities.... So far I've made him a scavanger hunt all around the city center, we drew on a soccer ball to let each other know about ourselves, and a couple of other things..... My problem now is, I can't think of what else to do with him.... I want to do something that he will enjoy..... Any suggestions would be very much appreciated....

Zoo, play soccer with him, play games with him, take him to a movie, teach him to ride a bike, take him to a sporting event and most importantly ask him what he wants to do.

I think you can also take the approach of having him just tag along as you do something you find fun (of course paying attention to him along the way). You can then explain to him why you find it fun and interesting and even if it wasn't his idea, he will have learned something about older young people. Being a younger sibling is often about tagging along and some things you learn when you aren't the center of attention are just as valuable as what you learn while you are the total focus.

What a wonderful thing to do! And I wish I'd had someone like you to help with my homework when I was that age... I might be able to comprehend math if I had!
Adding to what Ami said, find out something that interests him,(a period of history, a branch of science, another country, whatever) and then visit the library together to research it... not only will you be providing the attention he's lacking, but the invaluable skill of learning how to learn.
Take turns reading to each other.
Making cookies is always fun!
You could also either teach a craft or learn one together... knitting/crochet, origami,mosaic, making sock puppets, paper mache, and a host of other crafts are fun and inexpensive.

Ask him what he wants to do.

Everybody needs to be able to express themselves through their "thing" what ever it is that they do. A hobby, a game an activity that they enjoy.

I assume that the kids would due to their circumstance be in need of just a tad bit more "me time" (time surrounding them) thus doing what they like would go a long way at creating a sense that you are their for them, not just you teaching them.

Personally if he doesn't have a thing that he does, we would go to library and see what kinds of arts/crafts/activities are in the many books - together, finding what interests him and trying those things on.

Cheers