A game, not necessarily even a complicated one, where you rule a nation as in a paradox RTS or a Total War game, but with a catch. You only have the information available in the city or army you're currently leading. Every other army and province is handled by whoever you put in charge, using whatever orders you've given them and as well as their personal judgement to try to do what they think is best. Better hope whoever you put in charge of the border countries is competent and loyal. Everyone tries to send regular reports back and you can see a "best guess" map of the world with indicators as to how recent your info is. Reports and orders can be lost or tampered with, and you can of course use spies to gather info and sabotage your enemies. At the end, you get to see a replay of what really happened in your game.
While realism is nice, the main thing this would bring to the table is unpredictability and lack of control. In most strategy games I'm everywhere, I know virtually everything and I'm also confident in my ability to outthink the AI. My armies are almost always deployed in a reasonably efficient manner, which means war is typically a predictable affair. Also, in most games large medieval style empires are far too coordinated and thus always crush smaller foes, but with this system a larger empire would have much more to fear from rebellions because they could already be well underway by the time the central authority even knew they were happening, and orders would likewise take a while to get out.