You can buy flashcards at just about any store.  They aren't very expensive, but you can make your own cards as well.
The set of cards I like to use has a card for each capital letter and a card for each lowercase letter.

Each pair of letters has an animal.
So for example, the A is for alligator.  The capital A has a large alligator.  The lower case a card has a baby alligator.  So my daughter may not recognize all the letters, (especially lower case) but she can recognize the animals and it helps her figure out what the letters are.

We also play Go Fish with these letters.
We also play matching, where sometimes we take turns, and at other games, we scatter the cards on the floor face up and just match them- a free for all.