Strategic Level D&D Play Combined with Personal
This is a multi-level style of Dungeons and Dragons (or any fantasy game) play that I really love.
Take any Risk map you like... the Lord of the Rings variant is recommended. Each player (and the GM) in the game commands an army as well as a character. The characters all work together on an adventure to do X.
X can be taking the ring to Mt. Doom, killing a lich, retreiving a lost weapon, hunting down enemies of the king, or whatever. It should involve a great deal of overland movement, but a campaign set in the HUB of the empire can also be great.
At the end of each game session, one or all of the players takes a turn at Risk, building their armies and changing the landscape of the game world as Armies march across once peaceful villages.
The GM, of course, is expected to note these changes in the game world and demark who and what is in each portion of the world. Occupation forces would obviously be left behind and certain swaths of land would be burned, etc. by battle. Cities would be sieged and so on.
The possibilities are endless.
The game ends when the PCs are in the same region as the largest army on the board (minimum 8) or the PCs succeed in reaching their destination. Or whatever end point the GM/Players set.
This same thing can be done with DIPLOMACY or an MASSIVE STRATEGY LEVEL BOARD GAME.