In the one timeline that Paradox has never touched, the cold war
http://www.youtube.com/watch?v=LD4__jlhWo8

I wish Paradox would make a High Fantasy game with different races instead of nations.

They kinda did the Cold War setting with Hearts of Iron 2: Doomsday.

If you are looking for a Fantasy game with Paradox level complexity you might like Dominion 3. It is not a pretty game and it has a bit of a learning curve. But it can be a lot of fun.

Isn't that mostly a multiplayer game though?

I've played Dominions since the first came out and they're one of my favourite games. :)
What I meant with Paradox making one is that I like the game engine from EU and HOI and want a game with that engine in a High Fantasy Setting. Most that play it go for multiplayer after a while because it's very fun in multiplayer. Me I mostly play it casually so singleplayer is what I play the most.

Yes and no. The AI is ok but it is such a complex game that the AI does not really understand all the options it has the way a human player would. But the game is still a blast with single play (especially is you play at a harder difficulty level)