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.
Italy and Sweden were considered for playable factions until fairly late in development. 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).
The game, according to producer Bruce Shelley, was going to be launched under a different name, but Microsoft prevented them from doing so.