Americas was the first campaign I played. Played through as Spain, Mayans, Apaches. The only major bug I noticed was the Native faction heirs having 0 loyalty.
Also a few minor annoyances:
Spain can sit back and use cannons to blast the **** out of native armies sitting in city square. Give me a challenge please!
Apache can easily do a "Sherman's March to the Sea" starting on turn 1, taking 5-6 provinces along the way with one Warpath.
It is annoyingly difficult to upgrade piety of Apache elders. Mostly because the Sun God provinces are so far away starting out.

Overall though, I enjoyed the campaign, especially with Apaches I had to adapt to an archer based fighting style which was a lot of fun.