Since there's a "number theory" tag, I suggest the quasimodular form 
$E_2(\tau)$, defined for $\tau$ in the upper half-plane as a multiple of
$\sum_{m\in\bf Z} {\sum_{n\in\bf Z}}' (m\tau+n)^{-2}$
where the $\prime$ indicates omission of the term $(m,n)=(0,0)$.
For even $k>2$, the corresponding sum
$\sum_{m\in\bf Z} {\sum_{n\in\bf Z}}' (m\tau+n)^{-k}$
converges absolutely and yields modularity of $E_k$.
But for $k=2$, switching the sums yields $\tau^{-2} E_2(1/\tau)$,
which is not the same thing as $E_2(\tau)$!  (But you can still recover the
formula for the difference by carefully keeping track of how
switching $\sum_m$ and $\sum_n$ changes the sum).