I have seen lovely demonstrations using coloured water and perspex containers that the volume of a pyramid is one third the volume of a prism with the same base area and height. There are lots of videos on YouTube showing this; here’s one:

However, here is an alternative activity for showing the same result from the excellent cutoutfoldup.com website:

The activity gives you a net of a pyramid. You build three of them and they fit together to form a cube. I did this activity with my children this week and here are a couple of pictures of the results:

If you fancy something a bit more theoretical then NRich have written a nice article deriving the formula for the volume of a pyramid and a cone here. Thanks to @ristuart for making me aware of this