This one's a pretty popular drill for those looking to improve their soccer games in general. It does require a fence or a, you guessed it, wall to kick the ball against, but it's a terrific way to practice receiving the ball when you don't have a teammate around.
Sure, the game is basically kicking the ball against the wall. Sounds simple. But the idea is that the ball is coming at you from different angles, which requires you to give those quick-reaction muscles a good workout. Another variation has you attempting to touch the ball differently every time: kick with your left foot, your right, your thigh, your chest and then try to head it. Or make up some variations. Throw the ball at the top of the wall and practice having it settle on your foot, or try to volley the ball against the wall without it touching the ground.
Of course, this could also be adapted to a few players scrambling for a ball. With a partner, simply try to return each other's shots. If you're in a group, try to get to the ball before anyone else.