In addition to robojohn's answer, there are some formulas expressing $\zeta(3)$ (and other odd zeta values) in terms of powers of $\pi$, but these are not clsoed forms. The most well known ones are due to Plouffe and Borwein & Bradley:
$$
\begin{aligned}
\zeta(3)&=\frac{7\pi^3}{180}-2\sum_{n=1}^\infty \frac{1}{n^3(e^{2\pi n}-1)},\\
\sum_{n=1}^\infty \frac{1}{n^3\,\binom {2n}n} &= -\frac{4}{3}\,\zeta(3)+\frac{\pi\sqrt{3}}{2\cdot 3^2}\,\left(\zeta(2, \tfrac{1}{3})-\zeta(2,\tfrac{2}{3}) \right).
\end{aligned}
$$
Moreover, in this Math.SE post we have:
$$
\frac{3}{2}\,\zeta(3) = \frac{\pi^3}{24}\sqrt{2}-2\sum_{k=1}^\infty \frac{1}{k^3(e^{\pi k\sqrt{2}}-1)}-\sum_{k=1}^\infty\frac{1}{k^3(e^{2\pi k\sqrt{2}}-1)}.
$$
You can also check out this paper by Vepstas, which provides a nice generalization to some of these identities.