I know a lot of people might frown on worksheets. One homeschool mom even expressed incredulity that my children would actually voluntarily do them. I find them, at worst, innocuous, and at best, entertaining and educational (for my kids as well as myself--"what do you mean that's grade level?").
I found some nice activity sheets for Columbus Day at abcteach.com, enchantedlearning.com and about.homeschool.
Some are coloring pages, but others are Columbus Day reading comprehensions, spelling units, word searches, and crossword puzzles.
It also gave me a prompt to talk to my 8 1/2 year old daughter about Columbus and his current reputation (even pointing out why people who vilify Columbus are wrong).
She went out of her way to write about Columbus on her own:
Christopher Columbus was born in 1451. He was 41when he went to what he
thought was Asia and died when he was 55. Christopher was at sea for three
months. When Columbus’ men were ready to give up, Columbus gave them courage.
Columbus wasn’t the first one to have found America but he was the first one to do
something about it. He was the first one to have done something about a
continent that had almost no civil things in it. And that’s why we still
celebrate Columbus today.
The 'perseverance' was put in there because we did a literature unit with that theme!