Masyu is a puzzle originally from nikoli; you can see their description of the puzzle here. The object is to draw a single closed loop passing through adjacent squares. Some squares are marked with a black or white circle. At a white circle, the loop must go straight through. Additionally, it must turn on the square visited right before or right after the white circle (it may turn on both, but not neither). At a black circle, the loop must turn, and then go straight through both of the two adjacent squares. The solution is unique.
Below is an example puzzle and its only solution.