I've actually only finished around 3 games, usually I play with a faction for a while before I try something new :p. So far I've finished 3 short campaigns with the English, Turks and Egypt, and am almost finishing a long campaign with Russia. I've never came close to loosing, but those Mongols and Timurids made me question how good of a general could I be :p.

However, my biggest "Failure" in this game yet was: turn 70 playing as Milan in Long Campaign, I own around 16 provices, and then I gather my biggest army, full of silver and even a couple of gold chevron elite militia units to attack constantinople... and then I think "ok, just I'll quicksave just in case something bad happens, I haven't saved the game in a while". Thoughts in place, I go for "Ctrl-S" but ops, I pressed "Ctrl-D" for mistake AND my fingers slip on the "S" after that.

End of story: I lost my best army, wasted many hours of my life and screamed so loud much that my dog cried. Easily the most infuriating time I've ever had with this game.