If you control Northern Italy (this is easiest in the early game as Milan or Venice), build forts in the Alpine passes to wall off the provinces of Milan and Venice, and train up some merchants by monopolizing the local textile industry (or is it marble? light blue anyway)

then you'll find the forts act as fishing nets catching enemy agents, including the many merchants that for some reason always seem to flood through the area

sometimes you can acquire the assets of three or four merchants in a single turn using this method