Bubbles. Especially if you can get one of the no-spill bubble tumblers.
Remember those invisible ink books from when we were kids? They make some that will appeal to a small child - sort of like a coloring book, but the different colors show up when you color with the pen.
Don't suppose you have a digital camera? We let ours take pictures out the window. Keeps them busy for hours, and doesn't cost a bit if you already have the camera.
All kids are different, but one thing we were able to start with ours pretty young was eye spy type games. We would do the traditional eye spy, alphabet eye spy (I spy something green that starts with the letter 'T' - Tree!), twenty clues (like twenty questions, but they couldn't think of what to ask, so we supplied each clue and each child takes a guess between clues.)
We also started animal alphabet pretty young - ours are pretty into animals, so they loved this one, even though it was hard for them.
Tell stories from your childhood. Even if it's as simple as where you remember learning each song you sing. At worst it'll fill a few minutes, at worst, spark a conversation.
In the car, mine love jump rope rhymes - they love it when they get to the counting part. . . I'm sometimes tempted to teach 100 bottles of beer on the wall, but I won't
Bad mommy alert ahead - I'll admit that in moments of desperation, I've let my kids use a tissue box full of tissues to have a "snowball fight". Remember that scene in Ramona Quimby? I now keep a full box in the car at all times. lol, let annabelle throw them at your brother
Have fun.