I just picked up a deal package called "Strategy Pack 6" from Paradox/SSG. All Strategy/large scale hisorical games. Bought it for a couple I didn't already have. I now have duplicates of Victoria and Hearts of Iron.
If you want a long term strategic / logistic game based on either the Victorian era or WWII I'll be happy to send them to you.
Victoria is a lot of fun, based in the "Imperial" timeframe of the 19th Century. You can pick just about any country and direct it's population, literacy, and industrial development as well as expanding it's size through political and military action.
Hearts of Iron is a WWII based scenario where the country has to decide how to allocate/increase it's resources to drive development of strategies and materials that will allow it to survive a world war. It becomes very challenging when you realize that decisions made effect the play of the entire game.
If you like this sort of game, and want a good deal on some other timeframes, get this package deal. $20 at Fry's.
Other games include:
Two Thrones - The English Civil War (War of the Roses)
Europa Universalis II - The improved version of the spread of Western Civilization inthe era of exploration.
Europa Universalis II (Asain Chapters) - The Far east gets involved (This is one of those I wanted, as it is almost unheard of and a unique subject matter).
Crown Of the North - Warfare and politics in Scandanavia in the 13th & 14th century.
If nothing else, these are great history lessons.