Does anyone play any of the "grand strategy" games by Paradox Interactive? These are games in a real-world historical setting, where the player takes charge of a nation and manages its economic, diplomatic, and military affairs across an era of history. Most notable are the Crusader Kings series (Medieval era), the Europa Universalis series (Early modern era), the Victoria series (19th Century), and the Hearts of Iron series (World War II). They're very well-made, but very complex, so they have steep learning curves associated with them, but they're fun once you get into them.
Myself, I have Crusader Kings II and Hearts of Iron III, and I'm hoping to get Europa Universalis IV.
Myself, I have Crusader Kings II and Hearts of Iron III, and I'm hoping to get Europa Universalis IV.