There are numerous sites which offer online games for checking your knowledge in geography.
One of the most popular kinds of quizzes is recognizing the flags of the countries like Geography Genius. You can choose the level and read the clues about the country. Great source of information!
Another popular kind of geography games is finding a place on the map. I love Geosense which asks you to identify the world countries. You can play the game alone or against someone on the net.
Finally, there are games which ask you to point at a specific location on the map as close to the actual place as possible. I love the one on the TravelPod website. Really challenging!
There is a variety of games about each continent, UNESCO sites, capitals and flags of the world in The Traveler IQ Challenge® and they even let you embed the games on your own website.