In 1911, Otto Toeplitz asked the following question.

Inscribed Square Problem: Does every plane simple closed curve contain all four vertices of some square?

This question, also known as the square peg problem or the Toeplitz’ conjecture, is still unsolved in general. (It is known in lots of special cases.)

Inscribed square, by Claudio Rocchini

Thanks to Mark Meyerson (“Equilateral triangles and continuous curves”,Fundamenta Mathematicae, 1980) and others, the analog for triangles is true. For any triangle T and Jordan curve C, there is a triangle similar to T and inscribed in C. (In particular, the triangle can be equilateral.) The survey page by Mark J. Nielsen has more information on this problem.

Added 2016-11-23: See also this recent post by T. Tao.

Added 2020-07-01: This has apparently been solved by Joshua Greene and Andrew Lobb! See their ArXiV paper (https://arxiv.org/abs/2005.09193).