What game are you guys talking about?
Victoria revolutions where you can play any country on earth from 1836 through 1935..
And Hearts of Iron 2 armageddon which allows for using your complete game save from VR or you can play the historical settings as any nation on earth from 1936 to 1964.
In both games you search technology and build armies and fleets, the first is an emp;ire building effort, trying gain colonies and annex countries while building industry (and keeping people at home happy in various forms of gov).
The second is WWLL leadup, war and aftermath.