We did a pirate party one year that sounds kind of like this. Wrote a message on the back of a pirate ship jigsaw puzzle for them to put together, then sent them all over the house and neighborhood on a search for clues. Leading back to a chest of "gold coins" (chocolate) in the field by the house. Made pirate chest individual cakes for them to decorate. Hats and moustaches for everyone (all girls :)). It was a TON of work, but several years later the photos and memories are priceless.