The most "interesting" end game I had was probably in my very first game - I was playing on easy so had totally steamrollered the entire map with my Almohads, I had about three or four provinces left to go, in the steppes. I was thinking, "I've nearly finished, just grab these last few provinces and it's ALL MINE, mwahahahaha" (as you do...) But, it being my first game, I didn't realise what was about to happen... the year was 1229