Darkest of Days. The concept is awesome, but the execution was poor. More locations than just the American Civil War please?
The sad thing is the flaws are so easily corrected. More locations: Caesar's conquest of Gaul, the Trojan War, the Thermopylae battle, Macedonia's conquest of Persia etc. Better AI, better execution of the story, Multiplayer(The standard MP modes but with a twist. For e.g. there would be a rule where you would only be able to use antiquity weapons etc)
Imagine how cool it would be to be alongside Caesar fighting barbarians, then switch to Macedonia and fight alongside Alexander the Great wielding a big ass spear and a shield, then hop into World War 2 and fight against the Americans in D day(Seriously, we need a game which lets us do this. We never get to play has a Nazi soldier) and finally fight alongside Richard the Lionheart in an attempt to capture Jerusalem.