Books of Activities with several activities that can be used to teach ethics:
Benjamin, L. R. (2008). Favorite Activities for the Teaching of Psychology. Washington, DC: APA Books.
Benjamin, L. T., Nodine, B. F., Ernst, R. M. & Broeker, C. B. (1999). Activities Handbook for the Teaching of Psychology (Vol. 4). Washington, D.C.: American Psychological Association.
Benjamin, L. T. & Lowman, K. D., & Makosky, V. P. (1981). Activities Handbook for the Teaching of Psychology (Vol.1). Washington, D.C.: American Psychological Association.
Makosky, V. P., Sileo, C. C., Whittemore, L. G. (1990). Activities Handbook for the Teaching of Psychology (Vol. 3). Washington, D.C.: American Psychological Association.
Makosky, V. P., Sileo, C. C., Whittemore, L. G., Rogers, A. (1988). Activities Handbook for the Teaching of Psychology (Vol. 2). Washington, D.C.: American Psychological Association.
Miller, R. L., Balcetis, E., Burns, S., David, D., Saville, B., & Woody, W. (2011). Promoting Student Engagement. United States: Society for the Teaching of Psychology.