This chapter provides an introduction to connection games in general. It also recounts how Sperner's Lemma, a result about labeling a triangulation of a simplex, can be used to prove that someone must win at Hex—the best-known connection game—as well as The Game of Y®, (or simply, Y) another well-known connection game. Moreover, the chapter proves a generalization of Sperner's Lemma and uses it to show that there is always a winner in the many variations of Atoll and Begird, two connection games which can be played on a variety of boards and include Hex and Y, respectively, as special cases. These “must-win” results have significant strategic implications—if one prevents the opponent from making the desired connection, one would be able to make this connection by necessity.