My two favorites are:
In Medieval: Total War (with Viking Invasion) while playing the English, I eventually found myself in a situation, where the English are fighting the Egyptians on the plains of Chernygov (shortly after the English had conquered Russia)... And the English forces consist mainly of Viking Landsmenn, with the odd knight and Spanish Jinete tossed in. It was a weird moment, watching vikings supported by Spanish riding javelinmen fight some sort of camel riders on russian plains
In Civilization 2, there was a war that definitely never happened: after a long rivalry, open hostilities finally began between the Finnish and their age-old nemesis: the Sioux. The outcome was that the Finnish marines defeated the Sioux ski-troops, and Finland became the sole nation on this little island located pretty close to the equator. Oh, and the war was fought in the 15th century...
