Here is the Cauchy's theorem.
Let $G$ be open in $\mathbb{C}$. (Not necessarily connected)
Let $f:G\rightarrow \mathbb{C}$ be a holomorphic function.
Let $\gamma_k$ be closed rectifiable curves in $G$ for $1\leq k \leq n$.
If $\sum Wnd(\gamma_k,z)=0$ for all $z\in \mathbb{C}\setminus G=0$, then $\sum \int_{\gamma_k} f(z) dz = 0$.
As you can see, it requires curves to lie inside $G$.
Now, let's consider this case:
Let $\gamma$ be a simple closed rectifiable curve in the plane.
Let $G$ be the interior of $\gamma$ and $f:G\cup\{\gamma\} \rightarrow \mathbb{C}$ be a function holomorphic on $G$.
Assume that $f$ is complex-differentiable on $\{\gamma\}$. (I mean complex differentiablity at points, not holomorphy)
Then, is $\int_\gamma f(z) dz=0$?
What would be a counterexample?
This is true, even under slightly weaker assumptions, but is fairly technical to prove.
In fact, we have
The proof is apparently due to Denjoy and appeared in Compt. Rend., 196, 29-33 (1933). I also managed to find a reference to a different proof by Walsh from 1933.