Lots of 'em. But I'm really enjoying playing through two classic Total War games: Rome and Medieval II.
It just wasn't the same after Empire. Gone were the realistic, tangible battles; the epic music that would put film scores to shame; gone were your dynasty and the general's speeches and all the colorful characters that arose from a few prods of our imaginations; on that note, I'd say the old Total Wars were some of the most immersive strategy games of all time. Ah well.
Fun Fact!: A modified version of Rome: Total War was actually used to depict ancient battles on an old History Channel show. Embed below.