More puzzles than games, but many of the number puzzles published by Nikoli are quite mathematical in nature. They tend to involve an interplay between local and global conditions that have to be satisfied simultaneously, and one can glimpse geometric and graph-theoretic properties lurking.
The multi-player game Carcassonne has many of the same aspects, especially the issue of farms separated by roads, which sort of brings in the Jordan curve theorem and a lot of interesting parity issues.
