There are plenty of outdoor options in the Milwaukee area parks. I'll try to break them down by location with the direct link to the online information. There are more comprehensive lists available, with the best one probably done by Milwaukee moms featuring their online summer camp fair.
Milwaukee Zoo has day camps broken down by age groups. You can click on the child's age and it should tell you what is currently available with the number of slots still open. Their enrollment started in February, so some of the classes are already full. We have done a few with them, with the Oceans of Fun being the highlight. My son worked with sea lions for a couple of hours and really enjoyed watching them eat fish and do tricks. It's the next best thing to going to Sea World. It's crazy, but the overnight camps are already full, and some of the day sessions only have room for a couple children. Members of the zoo normally fill these slots as soon as they are announced.
Schlitz Audubon Nature Center has an online brochure. During the school year, they focus on preschoolers, but during the summer, there are course for all school age groups. Most of the day camp sessions are only 3 hours in length. You get a discount if you are a member, so if you decide you want to have your children attend multiple sessions or have multiple family members participate, it may be worth your while to become a member. It's a great place for you to work out as well. I know parents who enjoy hiking while their kids are in camp, and you can always bring a good book and enjoy a bench down at the lake. This is a great introduction for kids to water, nature, and animals. They even have a collection of birds and reptiles that visit the camp sessions.
Urban Ecology Center has 3 different locations so be sure to check the location for the summer camp you are interested in. Many of their camps are already full, but browse and see if there's anything that may still interest you. Membership here also allows a discounted rate for the camps. The great thing about these camps is that they afford an opportunity for your kids to try things that you may not know how to do (like kayaking or water sports, rock climbing, etc.) or not have the equipment in your own family. Once you're a member you can check out equipment to use all year such as snowshoes, skates, bikes, or canoes. I LOVE that they even offer a parents camp! Not all of us had the advantage of being campers as kids, so this is a great opportunity to learn how to do some fun outdoorsy stuff that we can show off to our friends and family.
Camp Wil-O-Way, run by Easter Seals, focuses on kids that otherwise might not be able to attend summer camp and works with their disabilities to make it a worthwhile outdoor experience. There are 2 different day camp locations, one in south Milwaukee at Grant Park. The other is in Wauwatosa at Underwood Park.
Nature in the Parks is a joint program with Wehr Nature Center, the parks, and UW Extension. They hold Adventure Summer Camp out of several Milwaukee county parks- Wehr Nature Center, Greenfield Park, Ross Lodge in Whitnall Park, and McCarty Park. These programs have been updated recently to include survival skills, nature exploration, and fishing.
Bike Kids Wisconsin offers summer biking programs which include a variety of other activities- canoeing, rock climbing, horseback riding, visits to science museum, etc. Their program isn't updated for 2014 yet, but it should be similar to what you see from 2013.
4 Seasons Skatepark is definitely for the more adventurous among us. This is for skateboarding, scooter, and BMX bikes. This is an indoor skate park, but the skills learned can be used in so many park facilities. You must have a helmet and whatever vehicle you choose to use. In other words, you have to have a scooter to participate in the program for scooters. Watch for 2014 offerings soon.
Milwaukee Recreation offers a wide range of enrichment opportunities for people of all abilities and has an aquatic program as well. This is run by Milwaukee Public Schools so prices will be lower for Milwaukee city residents, however they are open to anyone.
Lynden Sculpture Gardens is focused on both art and nature. This is one of the few that offers gardening. It's for children aged 4-14. Discounts are available for members.
Lastly, don't forget to check the local villages where you live for their parks and recreation department programs. Many have summer day camps in their brochures and even allow on-line registration.