Demonstratives

The demonstratives this, that, these, those ,show where an object or person is in relation to the speaker.

This (singular) and these (plural) refer to an object or person near the speaker. That (singular) and those (plural) refer to an object or person further away. 

It can be a physical or a psychological closeness or distance:

• Near:

I heard this dog barking.I didn't hear these dogs barking.

• Far:

I heard that dog barking.I didn't hear those dogs barking.
Activities:

From Adele's ESL Corner:

• This/These
• That/Those
• This/These/That/Those

From English Exercises: 

• This/These
• Clothes/This/These
• This/That

From Carmen Luisa:

• This/That/These/Those

From Englisch Interaktiv:

• This/These

From EOLF:

• This/That/These/Those

From Language.com:

• This/These/That/Those