I can only speak for OKW. They have a sandy playground. There are sandcastles to climb on. My kids (9, 5) enjoy that area. Makes for some nice photo ops. The playground is just beyond the pool and adjacent to the tennis courts.
BCVs has a playground over by SAB. I think all of the DVC resorts have access to a playground, but VWL, BCV and BWV share the playgrounds with their associated hotels.
At BWV, by the Luna pool there is a small playground (behind the kiddie pool), with a couple of jungle jim/slide type pieces of equipment. It's all set on that really soft type of ground surface (the kind that has a little bounce to it). I wouldn't think it would be great for older kids, but maybe 6 and under would enjoy it. My little 17 month old LOVED it (possibly more so than any of the parks themselves--good to know we drove 8 hours so she could slide!)
Besides the sand castle play area mentioned at OKW, there are also small playgrounds with swing sets etc at each of the three quiet pools as well at OKW.
At BWV we noticed on our trip the first week in Feb. they seemed to have just installed a new bigger piece of playground equipment. Its in the same area behind the kiddie pool and there is still a smaller piece of equipment for little kids but the new piece will please preschoolers and young elementary kids.