What exactly is a Sport-AG? I have no idea, but I have a feeling that "sports workshop" isn't it. Maybe you can have more information?

Werner's suggestion fits here. :-)

Arbeitsgemeinschaften in Schulen
An den meisten Schulen in Deutschland werden ebenfalls – Arbeitsgemeinschaften – (hier Abkürzung AGs) angeboten, die außerhalb des Unterrichts von Schülern freiwillig besucht werden können. AGs können zu fast allen erdenklichen Themen gegründet werden, traditionell gibt es an den meisten Schulen Arbeitsgemeinschaften für Musik (z. B. Schulchor, Schulband), Sport (z. B. Leichtathletik) und AGs, die sich mit dem Zusammenleben in der Schulgemeinde befassen, wie beispielsweise Schülerzeitungen. Man unterscheidet AGs, die von Schülern und AGs, die von Lehrern geleitet werden.

http://de.wikipedia.org/wiki/Arbeitsgemeinsch...

Edit:
I just saw that there is an AG for driver's ed, too!
http://www.schule-begleitet-fahren.de/ag.html

But those would be referred to as extracurricular activities, not necessarily workshops, IMO. But then, it's been a while since I've been to college, and even longer since I've been to the Gymnasium. :-)

Thanks to all of you for your comments.
In the meantime, I tend to translate the sentence "(Der Schüler) Nahm an der Sport-AG teil." by "Attended the school's sports club."
Would that be an appropriate translation and be understood the right way by US Americans?

Ich halte AG und Klub nicht für deckungsgleich.

Auf der Website der International School Düsseldorf gibt es Nachmittagskurse, die als After school activities bezeichnet werden. Im Zeugnis könnte man das dann evtl. so verwenden:

After School Activities: Student attended PE class.

http://www.isdlions.de/

@ #5:
It would be not be understood by AE speakers the right way since it means something different.
How about: participated in an extracurricular sports/gymnastics workshop

@ #7:
Sorry, but PE class is regular 'Sportunterricht' and is not an extra curricular activity, and usually mandatory.
OT: Vier Muttersprachen?!?

Tricia, wo hast Du denn was von 4 Muttersprachen gelesen?!

Das steht so in deinem Sprachprofil. ;-)

I would probably call it an "after-school gym/sports program." I've never heard of a "gym/sports workshop" in a school context, and I can't find it on google, either.

Tricia, Danke. Ich habe es abgeändert.

I like dude's after-school sports/gymastics program better.

@ cassandra: Gerne!

In my son's high school (US NE) athletic teams practice to participate in sports competitions with other schools. Otherwise, after school activities usually take place in "clubs" or "groups" such as the "international club", climate action group", or "outing club". Generally though, sports activities are competitive at that age. At the middle school level however, you could well have after school sports activities that are noncompetitive in nature.
Whatever translation you use, please don't call it "workshop", it will not be understood (in my opinion).