i have the same problem with my 15 months old boy, he get up in the middle of the night and wants to play and go out (vroom vroom)

Tell them no TV for a week.

get a friend to keep watch and "kidnap" them when they go outside. keep them in a basement overnight and then let them come home.
that oughta stop them!

if they are not babies try to tell them a story or a tale then they will fall asleep