About the only outdoor sports I've seen are cross-country skiing and kite skiing which I hadn't seen before I came here. There are also weekly indoor sports like basketball, volleyball, soccer, and dodgeball.
Every year on Christmas Day, there's a Race Around the World, where people run 3 times around a 1 mile path around the South Pole. I've never been here at Christmas, but I've heard it's very fun.
The other interesting events are when the different science groups show off their equipment. The Atmospheric Research Observatory has all kinds of cool-looking equipment, including some bottles which are 50 or 60 years old and which they still use to take air samples. At the end of a tour there, they let you take a sample of "the cleanest air in the world" and take the little bottle home with you!