scavenger hunt

from The American Heritage® Dictionary of the English Language, 5th Edition.

• noun A game in which individuals or teams try to locate and bring back miscellaneous items on a list.

from the GNU version of the Collaborative International Dictionary of English.

• noun a game in which individuals or teams are given a list of items and must go out, gather them together without purchasing them, and bring them back; the first person or team to return with the complete list is the winner. The items are sometimes common but often of a humorous sort.

from Wiktionary, Creative Commons Attribution/Share-Alike License.

• noun A game in which individuals or teams seek to find a number of specific items, or perform tasks, as given in a list.