I've tried to train mine to fetch, but he just won't do it. If you throw something, he will chase it, but then just look at it like "why isn't it still moving". He was a stray that I adopted from the pound, and I suspect he has too much hunter instinct in him so won't go after things that aren't moving (as prey in the wild that doesn't run away is likely diseased or dead). He does go crazy though when you play with him more interactively, like a mouse on a string that tries to run and avoid (he doesn't chase things that just run in straight lines for long distances either, you have to make it attempt to actually get away from him and hide). If he gets bored enough by himself though, he will swat things around for exercise. There's been a good number of days I'm sitting in my office working and you just hear a "swoosh" of a plastic pop bottle cap go flying by the door, followed seconds later by my cat in hot pursuit.
To anyone that says cats can't be trained, you would be wrong. They just require a lot more work to do so. Mine took 6-8 months to get him to shake a paw, he kept just looking at me with a "whats in it for me" look. You have to be fairly patient to train them.
Mine currently knows high five, shake, roll over, play dead, stand, pray, stay, and he is toilet trained so I don't have to deal with litter. We are currently working on training him to wave goodbye to people.