User blog comment:AltHistoryGeek/CK2!! BEST GAME EVER/@comment-1789156-20130401235857

Paradox has three series of games that might be what you're describing:

Europa Universalis (currently at third installment) - Strategy game that allows you to lead a country from the medival ages into the 1800's.

Victoria (currently at second installment) - Strategy game that allows you to lead a country from 1836 to 1936

Hearts of Iron (currently at third installment) - Strategy game that allows you to lead a country starting at 1936

I would reccomment Victoria 2, the most recent installment. I own it myself and can say it's a very fun and informative game.