These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
The Byzantines have exactly the same architecture set as the Turks, Persians and Saracens, with the very peculiar side effect that the building supposed to be the Byzantine monastery looks like a generic Persian mosque, right down to the Arabic calligraphy on the walls.
All the units produced by every building except unique units will look generically European. For example, that mosque produces a clean shaven, tonsured (bald) man in a monk's habit who wields a shepherd's crook. Islam proscribes shaving. And Chinese with knights units replete with European heraldry.
The final scenario for the tutorial campaign (the Battle of Falkirk) portrays it as a siege, and implies that William Wallace surives to continue his war with the English. While they were probably trying to avoid the historical Downer Ending, they could've just as easily given Wallace an Heroic Sacrifice.
In The Conquerors:
The Chinese have cannon towers and cannon ships but cannot access hand cannonners and bombard cannons. Apparently, the developers completely forgot the fact that the Chinese were the first people to invent gunpowder and use them in battle. In fact, they were the first civilization to invent the first known hand cannon and rifles. They probably ignored that for balance purposes.
In addition, the religious building for the Aztecs and Mayans are still called Monasteries, and the religious unit is still called Monk. However, the Aztec/Mayan monk actually uses a different skin than other monks, making it look like an actual Mayincatec priest. At least they got the blood on the stairs.
Game Breaker: In spite of being a game with an actual priority of history over gameplay, a few can be exploited. For example:
The Huns in The Conquerors don't require houses like everyone else. This means that, in Deathmatch (when you start with a huge stockpile of resources), the tactic of "Build a few Barracks, spam-click build Militia Button, and swarm everyone" ends up being this.
The various Korean onager bonuses allow them to outrange near enough anything, and the onager's obscene firepower and area of effect damage means they will cause insane damage before anything can retaliate.
British Longbowmen, once fully upgraded, can outrange any Castle except for a Teutonic Castle (a Castles maximum range is 10-11 depending on the civilisation, the fully upgraded British Longbowman has 12 range, Teutons have 13). They can outrange any siege unit except for Bombard Cannons and Trebuchets (Trebuchets are damn slow and can't hit moving targets very well, Bombard Cannons barely manage to outrange British Longbowmen and are slower, and not everyone can make them); they can even match, if not outrange, the afore mentioned Korean Siege Onager. Suppose they are near the sea, and the enemy decides to use their navy to destroy the Longbowmen? Well, the Longbowmen can outrange any ship (except for the Cannon Galleon, which is also pretty damn inaccurate (unless you're Spanish). They don't even need to worry about cavalry, because large numbers of them can shoot down entire hordes before they can do any serious damage.
The second mission in the Saracen campaign. The level seems designed to screw you over in every way possible. You can't advance to the Imperial Age, start out with next to no resources and almost no units, and your opponents (especially Reynald's Pirates) can do everything you can't. Also features a Most Annoying Sound listed above.
The second to last mission in the Saracen campaign has you up against three major foes who attack you relentlessly from both land and sea. Your position is extremely exposed, while they are safe in their strongholds (two of which you have to destroy). To make matters worse, one of your enemies starts building a wonder soon after the mission starts, effectively forcing your hand in attacking him as soon as possible.
The last mission (again) in the Saracen campaign. Feeling good at building a huge wonder in Acre while repelling the continous assaults of Genuese (warships), Templars (rams and teutonic Knights), French (bombard cannons and hand cannoneer), Jerusalem (champions, camels and trebuchets) and Richard the Lionhearted, who can spam you with longbowmen and trebuchets AND has two Trebuchet heroes in his ranks. Oh, and you'll have to defend the city from both north and west. Have fun.
From the Genghis Khan campaign, the China mission. It would have been a simple matter of building a base and waging a war of attrition against the various enemy factions, if not for the fact that the Jin (in a powerful stronghold on the other end of the map) start building a wonder after not too long. The fact that the population limit is 75 puts you at a distinct disadvantage when launching an amphibious assault on them. In addition, this scenario chews up a lot of processor power and memory because of the huge wall and having several mature civilizations. The lag isn't going to help the player at all. Playing with the expansion gives access to Petards, which make it slightly easier to breach Jin's stronghold, but it's still an extremely difficult level.
From the Barbarossa campaign: Scenario five is a fixed-force mission in which you must transport your army across the Aegean Sea, which is patrolled by many Saracen warships. Even if you do capture the Byzantine navy, all you can do is weaken the Saracens slightly. You'll be lucky if even one transport makes it.
Genghis Khan 4 and Barbarossa 6 are also quite hard if played with the expansion due to not being rebalanced to account for the Persian unique technology, which makes their elephants faster. Let's hope you can micromanage your monks.
Barbarossa 4 can be quite the nightmare as well, what with getting chased out of your base right off the bat and having to relocate to one of two places, neither of which has enough resources for you to beat all of your enemies. Oh, and there's also the mission objective, which stipulates that you must build an obscenely expensive Wonder inside an enemy base. You know, those bases that are busy turning out soldiers faster than you can kill them and all that. Those bases.
The Siege of Paris on any difficulty level other than "Standard": the English now have fully developed and highly aggressive Longbowmen that can snipe you dead from far away or lead you to their towers and castle's range. Once inside the city the simpliest mistake will have you swarmed with all the possible enemy troops in the city, including the above mentioned Longbowmen, Champions, Halberdiers and Siege Onagers. Even if you manage to evade all these foes, there's still the matter of leading Joan and at least 6 out of 10 villagers through a huge Burgundy attack safe and sound.
Barbarossa's third mission, Pope and Antipope, is like hell after the first two warm-up missions. The player must convert the Cathedral at Milan. While getting started isn't that hard, accomplishing the actual objective is. The player will be the target of frequent naval invasions, and even if one's defences are sufficient to ward them off, one still has to cross that river and fight Milan... and Milan not only has the resources to spam out troops at a horrendous rate, they also seem to have a fairly strong AI that makes them quite efficient at keeping their side of the river clean.
The fourth mission in the Attila the Hun campaign. You have three enemies: one that is weakly defended, but offers an alliance with you; one that is moderately defended; and one that is very heavily defended and periodically does attacks on you that are very difficult to fend off. And when you decide to attack their city, they create units faster than you can kill them, and you are likely to replenish your forces at least twice even if you have a very strong army. To make matters worse, when you do almost defeat them, you have to fight another enemy, whose army consists of over a hundred Champions and Elite Cataphracts (though there is a way around that: by killing a random Samurai trapped in a forest).
The sixth mission in the Attila the Hun campaign. You have four enemies, all of whom try to defeat you with a Wonder victory, all of whom attack you with forces that are difficult to fend off, and all of whom are in fortified cities.
Unfortunate Implications: By researching Atheism, the spy/treason tech cost (which allows you to see all your enemies on the map) is halvened. It seems that not being religious makes you a filthy traitor who would sell his country for gold.