A simple example occurs frequently in baseball when there are baserunners on first and third with no outs and a hard grounder to short. The shortstop will often let the runner on third score, and choose instead to turn the double play. Although a preventable run is allowed to score, the team on defense has gained a positional advantage in that they have recorded two outs and eliminated a runner from the base paths.
However, I think an even more interesting (and much rarer) "gambit" occurs when a player or coach makes a sacrifice in one game in order to achieve an advantage in a game played at a later date. This might be done in a situation with a lopsided score, or when the later game has more importance than the current game (for example, the second game is an anticipated matchup during the playoffs). I am choosing to call this strategy the "Maddux Gambit" because because the first description that I remember reading about such a strategy refers to a pair of situations in which Greg Maddux pitched to Jeff Bagwell. These are the events as described by George Will:
"Leading 8-0 in a regular-season game against the Astros, Maddux threw what he had said he would never throw to Jeff Bagwell—a fastball in. Bagwell did what Maddux wanted him to do: he homered. So two weeks later, when Maddux was facing Bagwell in a close game, Bagwell was looking for a fastball in, and Maddux fanned him on a change-up away."