This is a meta version of Tic-Tac-Toe with 9 simultaneous games playing on a large grid of tic-tac-toe boards. The wikipedia article is a good intro.
There are 9 smaller tic-tac-toe boards, in a 3×3 grid. So there's one large board, with a smaller board in the places where you would normally put an X or O. Here's the trick: You must play in the smaller board dictated by your opponent's last move.
The first move may be placed anywhere. After that, moves must be played in the small board dictacted by the previous move.
When someone wins one of the small boards, mark the whole board with the winner.
If your opponent's last move directs you to play in a small board that has already been won by someone, then you may play in any small board still in play.
The winner is the player who gets three of the small boards in a row.