Pyah, Jeauniu!

Once again, Alex bungles the Russian: p'yanitsa (пьяница) - which the clue said was a version of "this card game", "war" - is emphatically not pronounced pee-a-neets-a. It means "drunk", and it's pronounced p'jan-eetsa. That's a palatalized P followed by a jot (that 'ya' is like 'yard').

I hadn't heard of this game, but here are rules (in Russian). The author surmises that the game got its Russian name because the rules are so simple, and because of the result of "the way the game is usually played".

PS: I have to shake my head. Jeauniu? Seriously? You know if she'd said "Joan-yoo" istead of "Joo-noh" she'd have gotten the question wrong. But since it's Final Jeopardy and they don't penalize for spelling, she wins the game with "Jeauniu" as the capital of Alaska.