ITSs are attracting much attention from the industry, academia and government in staging the new generation of transportation. Meanwhile, cyber security concerns are growing since cyber-attacks are prevalent and their behaviors are becoming more complex. Recently, game theory has been used to model the behaviors of these complex attacks and predict their future behaviors. In this article, we present a survey on how game theory can be used to protect ITSs from attacks and assess the pros and cons in terms of security level and required cost. Moreover, we propose a new cyber security Stackelberg game based framework to identify a relevant attack's features and subsequently improve the efficiency of detection.