Some examples of sites with free math games for kids are SoftSchools, Mr. Nussbaum and Coolmath. These sites cover basic concepts like addition and subtraction as well as place values, fractions and number sense.
The Mr. Nussbaum site has similar games divided by grade level. Games are available for kindergarten to grade six. These games require Flash to run.
Coolmath has more advanced games on topics such as pre-algebra, algebra and pre-calculus. Its games also require Flash.