The 4599 separate voice-acted lines for just the skirmish AI (found in Age of Empires III/Sound/Chats directory).
The sheer number of languages spoken by the units in the game. The major civilizations account for 14 different languages, the minor Native Americans account for another 16 languages and the mercenaries account for another handful, even though only one or two units will ever speak the languages. Some of these languages, e.g. Early Modern English (British); Japanese and Mandarin (Chinese), even have different regional pronunciations when used by different units.
Franchise Killer: Subverted - although this did end up being the last Ensemble series game, the reason Ensemble closed shop was because of other reasons. Microsoft eventually did bring back the franchise in the hands of Relic Entertainment.
Italy and Sweden were considered for playable factions until fairly late in development. Sweden was discarded in favor of Germany, which is weird since Sweden actually had New World colonies, unlike Germany or the Ottomans. This is likely why the final game has the Condottiero and Swedish fusilier as mercenary units, and the Horse Artillery as a common unit in the Industrial Age (in reality it was an innovation of Sweden's king Gustav II).