I prefer Paradox Development Studio's games to Civilization as a 'History Simulator', 'Mega Games' involving all of the 'contiguous' periods of history can be done with he following:

Crusader Kings II - 769CE* - 1453

Europa Universallis IV - 1444* * - 1821

Victoria II - 1832 - 1936 * * *

Hearts Of Iron III - 1936 - 1948 * * *

* As of Charlemagne DLC(unreleased)

* * Converted games from CKII are backtracked to this date.

* * * This is where a continuous game stops, but unofficial save game converters can allow a player to bridge their games over.

There are actual save converters that work "upwards" (time-wise) across their range of games? Amazing. Sounds like an awful amount of hours to go from 769 to 1948, though.

Yep, the converters do their best to translate your save at the end of one game's timeline into a new save at the beginning of the next game's timeline. It's really cool. I say 'do their best' because different games sometimes define regions along different borders, stuff like that. Crusader Kings II might split the Iberian Peninsula up into 14 regions (just making up numbers here), while Europa Universalis IV might consolidate them a little, into 12 regions, so the converter has to recognize that. I haven't looked into it much myself, just reading the paradoxplaza subreddit and seeing people discussing it.

And yeah, it's gotta take a long time to go from 769 to 1948, but can you imagine doing that, then being able to look back at your 1100-year history and see how far you came, from a tiny barony to a modern power, fighting tooth-and-nail the entire time for survival?

One issue is that as you get better at playing the games it's extremely likely you'll conquer the world at some point while playing EUIV.

Personal restrictions such as preventing yourself from 'gaming' the game helps a more balanced mega campaign.

Yeah, play as the Orkney Islands and take over the world :)