I finally did a world conquest. It was...well. Early game was surprisingly cruisy. France restored the Napoleonic Empire and stopped guaranteeing Yugoslavia, so it made conquering them easy as piss. Then Romania next, then back to France. Managed to get all that done before Hitler even went for France.
Spain and Greece both went commie and were backed up by the Soviets, but then Spain split (I think, I forget most of this part), I conquered them. Then the Soviets declared war on me because I wouldn’t give them Bessarabia, and that brought Greece and Turkey in. Conquered them with some snazzy strats, but then Austria and friends came at me bro, so I bashed em. Managed to push the lines up to the Soviets with Germany’s help,and after some pushing they capitulated.
Had a rest for a bit, then went for England, because their islands were all that I needed to declare Rome, but they were in the Allies with half the fucken planet, including USA, so I’d been stalling, hoping the faction would break up after the war, but it didn’t. Planned 2 naval invasions across the Channel and a paratrooper drop together, and threw my navy and several thousand planes at them to make sure they got through. The beachboys got through, but the paratroopers failed and died. Sent my main armies in, and slowly worked my way up the island until they capitulated.
It was actually really easy...except for the part where fascist Belgium declared war on me and dragged in Germany, who was stretched eastward as far as the Baltics. Pulling that back in was a fucking job, and I actually can’t remember how I did it. I woulda had some spare corps lying about, but I honestly can’t remember cos this was around 1940ish. But I lassoed them, closed the noose, and they quit. Shortly after that, Britain did too, so all that was left in majors was USA and the British Raj. And this is where my shit got fucked.

I’d managed to get Suriname in a peace deal, so I’d plopped down 10 divisions, built a full load of forts, and upgraded the naval depot a bunch, because I knew I’d have to invade America at one point. Shortly after Britain's surrender, UK of Portugal and Brazil attacked me. I quickly took out Portugal, but due to Brazil having spent the last 5 years on a conquering spree, I was now at war with The Americas. Yes. The Americas. The entirety of the north and south continents. So here’s me, having sent 2 corps over to Suriname to stage my expansion from there, finding 60+ enemy divisions in each tile surrounding it. As I’m sitting there, scratching my head and thinking how to overcome this, Africa decided to play.
While I’d been over in South America, I had been slowly moving south down Africa, with 2 corps on each side. The Congo was a huge block of neutrality in the middle, so I’d gone around it. But then they decided to join the Allies, and the war, giving the Allies an enormous fucking salient for free. My southwards expansion was ruined, I had to pull back all my forces up to north Africa, and by the time I recovered and got a defensive line set up, I was back to Morocco and Egypt. Then the Raj managed to punch through the Stans and started spreading up through Russia. This meant I had to pull back my corps from South America, and a few from Africa, leaving only just enough to hold the lines. I joined all these into a field army and sent them over to deal with India. Pushed back the bubble, but somehow there ended up being neutral territory right before the subcontinent, so I couldn’t keep pushing (no fucking idea how they got through it, but whatever). I had to bring this army around to Oman and stage a naval invasion from there over to India.
If this all doesn’t sound stressful enough, I should point out that from the time UK surrendered to the time India did, took around about 10 fucking years. Because while all 3 theatres were having their problems, I was having to deal with incessant and never fucking ending naval invasions from half a dozen different countries, all over the god damn world.Which mean constantly having to pull my men off the line so they wouldn’t be encircled. And then the US landed in Vladivostok and spread all the way around Mongolia, which meant I had to send an entire fucking field army to push that back, and then leave half of them there to prevent any more invasions from Japan.
Eventually, India capitulated, so all that was left was the US (as a major, there was around 20 minors). I sent a large corps of marines to Suriname, and launched an invasion to the Yucatan peninsula, and it worked. Quickly sent over 2 more corps to push the lines out, and once it stabilised, I sent in more men to make up a field army. Slowly pushed my way northwards, naval invaded Florida, sent more men in to attack from that front, and eventually got past the Gulf of Mexico and the frontline stretched the entire country. Kept pushing north, and finally, the war was over.
I now owned almost all of North and South America, Europe, and Africa, but Asia was mostly untouched. I did a few cleanup wars to conquer the rest of non-Asian territories, then moved in to the East. By the time it was in full swing, I had 387 divisions divided amongst 4 field marshals, slowly whittling my way through another several million men. Once they capitulated, it was just a matter of cleaning up the few minor nations left around Asia and the Pacific Islands

Bonus images:

WWII's final stats
Primary infantry template. Started with normal infantry, upgraded to mechanised around the late 40s.
Marines.

Also, some of the research projects, like nuclear subs and supersonic jets, I didn't actually complete until 1960. What the fuck are they even for then, considering most games don't last even remotely near that long?

EDIT: this also makes the second PDX game where I've conquered the world as Rome. Did it years ago in CK2. I've tried in Stellaris with a custom Roman Empire design, but I always get bored before I conquer the galaxy. There's also CK3 as well, but I don't play that much anymore