Got my ass handed to me by the eleuthoroi on my first Sauromatae campaign when I just didn't know how to use horsearchers against other horsearchers. I never got out of debt and even if I won most of my battles, I suffered too much casualties. After a while I was streched too thin on too big area and started to lose cities. I think I didn't play long enough to see the actually losing screen, but gave up after having two or three cities with only 1 or 2 defenders in each and still not enough money to never get out of debt. It was quite cool campaign actually, fighting a long war of attrition with the eleutheroi around me and finally losing to the pressure. Losing isn't a thing you encounter often these days in strategy games.