Fucking Victoria II
I am absolutely obsessed with this game at the moment. Managed to clock up about 58 hours of play time thus far, I'm just utterly entranced with the concept of romping your way across the world taking swathes of the globe for your own Empire.
By far the most successful game I've played was with China who start the game with a piddling economy but the largest standing army possible, any way I took them from their 1836 boundaries (which is modern China + Mongolia) and ended up with this: