I can think of 4 examples, all of which have worked for me:

* play on a poker site when you're good enough relative to the other players that you win enough to beat the rake.
* play on a site that offers enough bonuses and incentives to make it +EV to play there
* play on a site that allows you to count cards at blackjack.
* play on a site which allows you to place bets against other players, rather than against the house.  spot good value bets and profit from them.  sometimes it's possible to use multiple sites to create a no-lose situation.  For example I once bet on "Michael" to win some TV reality show on one site, and bet that he wouldn't win on another site.  The odds available on the two sites were out of whack with each other, meaning that whatever happened I made a profit.  When I phoned the betting company that I had won the bet against asking how  I could withdraw my winnings, they seemed to suggest that nobody had ever asked that before, and that I didn't need to - I could simply bet my winnings on another event instead!  This was before the days of Bitcoin.

All of the above can offer a +EV gambling experience.  Using "a good martingale strategy" never changes your expectation.  If the odds are in the house's favour then changing your bet size doesn't change that.  You'll still lose everything if you play long enough.  With a +EV game, that's not necessarily true; it's still possible to lose everything due to a run of bad luck, but your expectation is to grow your bankroll, not shrink it.