If Sims are watching a movie that's boring to them, they'll fall asleep. Also, I had a Sim who got bored researching the spy database and started to sigh, moan, groan, roll her eyes and randomly peck at the keyboard with one finger. lol It was hilarious! Those are the kind of bored associated with an action though.
I'm guessing y'all are talking about when they get bored for no reason at all. In that case, I agree, they do need some kind of action to go along with it. Like maybe grab a book, still bored? Throw it down or across the room in disgust. Click on the TV and start flipping through channels for something to watch? Maybe they could sit there slumped on the couch, clicker pointed at the TV and mumbling something to resemble "Seen it, Boring, Seen it, dumb, Seen it, VERY dumb..." Then throw the clicker down and take a nap or something.
Perhaps if you have Seasons, they go outside and scream at the sky that they're bored and get hit by a bolt of lightening from a clear blue sky. The infamous "bolt from the blue" I'm sure you've all heard about. That'll teach them to be bored! o.O hehe Just some fun ideas... :)