Gale
Players: Two - Also known as: Bridgit
Players take turns in linking dots on overlapping grids. The first player to draw a continuous chain linking their ends of the board wins.
Description
To create the board first draw a rectangular array of 4 x 5 blue dots. Then draw an overlapping array of 5 x 4 red dots:

The players take turns in linking two adjacent dots of their own colour. No two links may cross. The first player to form a chain of links across the board, from top to bottom (blue) or left to right (red), wins.
The game can be played with larger overlapping arrays of n x n+1 dots. The game cannot be a draw because, to block their opponent, a player must themselves form a continuous chain.
Example
For example, in the following game blue wins by forming a chain from top to bottom:

History
Gale, also known as Bridgit, was invented by the mathematician David Gale.
It was described in Gardner, Martin. The Second Scientific American Book Of Mathematical Puzzles and Diversions. University of Chicago Press, 1961.