Stratego
Stratego is one of the most difficult games that can be played and requires a lot of (you guessed it) strategy! Each player is given 40 pieces. The pieces are ranged from highest to lowest which include; one marshal, one general, two colonels, three majors, four captains, four lieutenants, four sergeants, five miners, eight scouts, and one Spy.
As you can imagine, knowing what each one of these pieces can do for you is a large part of the strategy for the game. The main objective of the game is to capture the flag that is held by your opponent, or to take so many of their pieces that they have nowhere to go.
All of this while protecting your own flag. Either way, if you can accomplish one of these goals you will come out a winner in the long run.