We study a game where two players take turns selecting points of a convex geometry until the convex closure of the jointly selected points contains all the points of a given winning set. The winner of the game is the last player able to move. We develop a structure theory for these games and use it to determine the nim number for several classes of convex geometries, including one-dimensional affine geometries, vertex geometries of trees, and games with a winning set consisting of extreme points.