TRIANON 

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Trianon is a game played on a 5x5 board:

 
TURN - On each turn, each player drops a stone on an empty cell
GOAL - A player loses if he has 3 friendly stones on an orthogonal or diagonal line (they don't need to be adjacent to each other).
 
An example

White's turn. In this position, every White drop makes a 3 in-a-row and that implies losing the game.

The board should not have edges with even size, because a symmetry strategy for the second player exist. There's a website with information about the game (in Dutch).