Europa Universalis is a real-time grand strategy game developed by Paradox Studios, and is, personally, one of my all-time favorite series.

Taking place in a time period ranging from the mid-1400's to early Victorian Era, Europa Universalis puts the player in control of one of HUNDREDS of historical states and nations throughout history; The Papal State to Qing Manchuria, Zululand to the Sami Tribe of Finland, Dai Viet and Malaysia to the Timmurid Khanate and Armenia, and many more. While controlling their state throughout history, the player must juggle a complex system of diplomatic relations and alliances, religion, culture, trade, and internal politics, and try to carve out a great empire and rewrite history as they see fit.

There are also several expansions for the game:

Conquest of Paradise - The first expansion, allowing creation of a random New World, playable colonies, and expanded Native American nations.

Wealth of Nations - New covert and economic diplomatic actions, trade conflicts, and trade guilds.

Res Republica - New idea groups, government factions, and Republican Dictatorship government types.

Art of War - New military and war options, custom vassals, expanded Thirty Years War and Napoleanic Eras.

El Dorado - custom nations, new native religions, gold fleets and privateers, and Papal Treaty of Tordesillas.

Common Sense - new religious factions, parliament for English Crowns, and provincial improvements.

The Cossacks - internal factions, improved Horde mechanics, advanced culture change - focus on East Europe

Mare Nostrum - improved naval mechanics, army-lending and map trading, and piracy.

I love this game dearly, and I'd be happy to see others interested in it, even if it is a bit aged. If EU4 doesn't interest someone, then Hearts of Iron, Crusader Kings, and Stellaris, all also Paradox games, fill different niches for history buffs and strategy fans.

Pic related: A Custom nation I've just made in-game, going to turn my tiny duchy into a power again Sunni heathens and Steppe Hordes.