Attacks on trade caravans wold be cool, and gaining things from blocking an enemies trade. Also a treaty between two countries, it seems rather harsh and stupid that when war is raging between two countries, that one had to destroy the other to completely end the war. A simple treaty to stop the war wold be nice.

Also this may only be in RTW, but when soldiers climb cliffs and steep hills, they seem to do it easily, i would like to see them like grabbing onto rocks and pulling themselves up, and some of the people falling to their deaths.

When in battle, the banners and flags that an army have should be torn and burnt, with blood marks on them, not so clean and tidy like they have just been washed...

Also, as other people have mentioned, wounded soldiers and dismembered units should be left over after battle.

Also one thing that annoys me is that sometimes, after winning a hard battle, the routing soldiers seem to be much faster than my infantry, so i cannot chase them down. It would help if they fell over every once in a while due to exhasution, or their wounds from battle were too great and they died after battle.