This article studies the sensor placement problem in a leader-follower networked control system for improving its security against cyber-physical attacks. In a zero-sum game, the attacker selects f nodes of the network to attack, and the detector places f sensors to detect the presence of the attack signals. In our formulation, the attacker's objective is to have a large impact on a target node in the network while being as little visible as possible to the detector. The detector, however, seeks to maximize the visibility of the attack signals. The effects of the attack signals on both the target node and the detector node are captured via the system L-2 gain from the attack signals to the target node and deployed sensors' outputs, respectively. The equilibrium strategy of the game determines the optimal locations of the sensors. The existence of Nash equilibrium for the single-attack single-sensor case is studied when the underlying connectivity graph is a directed or an undirected tree. We show that, under the optimal sensor placement strategy, an undirected topology provides a higher security level for a networked control system compared to its corresponding directed topology. For the multiple-attack multiple-sensor case, we show that the game does not necessarily admit a Nash equilibrium and introduce a Stackelberg game approach, where the detector acts as the leader. Finally, these results are used to study the sensor placement problem in a vehicle platooning application in the presence of bias injection attacks.