Here's a surprisingly quick and easy-to-build little toy -- assuming you have a 3D printer and a little more. Note that this maze is too small to be safe for kids under age 3.
A few years ago, I made the big wooden maze (also shown here) as a technical demonstration of some fancy computer engineering technology my research group at the University of Kentucky developed. That technology allows GPUs (Graphic Processing Units) to efficiently execute programs written for cluster supercomputers. The four balls represent four independent programs that want to do different things (go in different directions) simultaneously, and the tilting of the maze to move them models how a GPU executes the same instruction at the same time for all programs. If you care, you can read about that at http://aggregate.org/MOG/
Anyway, I made these little mazes as handouts with the exact same design as the big wooden maze. They don't produce the impressively loud "clunk" sounds when the balls hit the walls, nor do they work anywhere near as smoothly as the big wooden one, but these tiny mazes do work. If you print them at about 1.5X the size shown here, and use correspondingly larger balls, they work much smoother. Either way, the balls are sealed behind a transparent plastic cover and even the tiny maze is fairly durable.