Machiavelli:
The Prince (probably the best diplomacy style game I have ever seen, best hot seat game I have ever seen)
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Archon II
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X-COM I and II(Duh
)
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Master of Monsters(sega genesis only so get an emulator)
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Panzer General(Invading Washington D.C. was interesting.)
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Like to thank the mention of War of the Lance. I had totally forgotten that game. It was awesome at the time.