There are many variations to this, choose the best one for all participants. As suggested by the name the goal is to make your way from A to Z. You can play utilizing signs and billboards or another variation uses license plates.
If using signs you need to decide if the letter you are searching for must be the first letter in a word or can be found any where in the word. For example if you are looking for the letter “E” and it must be the first letter you should look for “exit” or “Exxon”. My family used to use the first letter of the word except for certain letters such as “Q”. If you are playing with younger children or are in an area where there are not as many signs you may want to allow the letter to be any where in the word. Also once the word on the sign is used no one else can use it. If the word is on a different sign it can be used again or someone can use a different word on the same sign but they can’t use the exact sign and word combination that has already been called.