Years ago when my two oldest daughters were younger we organized an American Girls Club with other homeschool families in the area. Some of the girls and moms still talk about it years later. It was a great way to bring the American Girl books to life, have a great hands-on experience and form friendships.
There are some resources available to help you organize activities in connection with the books, but my favorite way to organize such activities is to customize it to the group.
If you are interested in organizing such a group the best way to begin is by going through the books and looking for connections. In other words what was going on in this American Girl's life that will make an interesting activity for your girls?
Josephina learned to weave wool into blankets. Learning to spin on small hand spindle is an activity that stuck with our family, but it began when we first read the stories about Josephina and tried it out with the group. A weaving activity could also fit here. If you want to keep it more simple than this you could even have the girls weave a design with construction paper. We always loved doing things that were a little more involved though. Making tortillas or organizing an activity to familiarize the girls with goats are all activities that would bring Josephina to life.
A simple embroidery project is an obvious thing to consider when you are reading about Felicity. This set of books also opens the door to learning about manners and the differences between then and now. When we read the Felicity books I found a published play and the girls had a great time putting it on for their parents and grandparents. They still giggle about some of the fun we had while putting the play together.
If you are learning about Kirsten, be sure to make some Santa Lucia treats. If you want to go all out you can find some of those battery operated candles and make your own Santa Lucia outfit. These experiences create memories and bring each character and historical time it represents to life.
You can meet at the end of each book or a couple times while the girls are reading. That's the nice thing about homeschooling, you can do it the way it will work the best for your group. For that matter you could have a great experience just doing these activities one on one with your own daughter. Sometimes those quiet mother/daughter activities are more ideal than working with a group. No matter how you choose to bring the American Girl books to life, enjoy the journey.