This paper looks forward to understanding the history or Operations Research in war, its importance in the field, its future in the field, and the application of Game theory in war/military operations/ defense. The paper will discuss game theory and its real life application in a war like situation. The game theory analysis will be limited to a two person game and a zero sum game with same saddle points. To truly understand how OR is used in war, a detailed literature is provided on its history and importance and its future. The paper concludes by several examples and situations that show the application of game theory. The paper overall looks to give a thorough understanding of operations research, its origin, and its applicability in war.