Pentago

From BoardGameGeek:

Pentago is an abstract strategy game for two players with four 3×3 grids arranged into a larger 6×6 grid. This game reimplements the well known Connect 4 with a twist: After placing a marble, the player has the option to twist one of the grids by 90°, thus changing the board after every turn. The first player to get five marbles in a row wins.