Given a topological space $\mathcal{X}=(X,\tau)$, the Banach-Mazur game on $\mathcal{X}$ is the (two-player, perfect information, length-$\omega$) game played as follows:
Players $1$ and $2$ alternately play decreasing nonempty open sets $A_1\supseteq B_1\supseteq A_2\supseteq B_2\supseteq ...$.
Player $1$ wins iff $\bigcap_{i\in\mathbb{N}} A_i=\emptyset$.
ZFC implies that there is a subspace of $\mathbb{R}$ with the usual topology whose Banach-Mazur game is undetermined; on the other hand, it's consistent with ZF+DC (and indeed adds no consistency strength!) that no subspace of $\mathbb{R}$ does this ("every set of reals has the Baire property").
However, when we leave $\mathbb{R}$ things get much weirder. My question is:
Does ZF alone prove that there is some space $\mathcal{X}$ whose Banach-Mazur game is undetermined?
Controlling the behavior of all possible topological spaces in a model of ZF is extremely hard for me, and I suspect the answer to the question is in fact yes. In fact, I recall seeing a pretty simple proof of this; however, I can't track it down or whip up a ZF-construction on my own (specifically, everything I try ultimately winds up being a recursive construction killed by having too many requirements to meet in the given number of steps).