Our upstairs playroom has a floor vent leading to the furnace that children like to throw toys down. Is there any kind of vent cover that can be substituted that is less likely to result in this activity?
It sounds as if the vent is completely open - hope that isn't the case. It could be dangerous.
Assuming you have some type of vent cover on it I would cut and attach a piece of wire or even cloth mesh over the top or just under the vent cover. The wire would probably work best under the vent cover. You could attach it to the cover itself or the ductwork.
If this is truly in the floor itself (as I've seen in plenty of ancient houses here in New England), then moving it isn't an option. I would second the suggestion to put in a grille. I would probably look for a piece of "perforated" steel, i.e. one with small holes closely spaced. Pick holes smaller than their toys. If they've graduated to crayons or pencils, then you will probably need some very fine grid, or a layer of screen over the grille plate.