For example in Vicky 2 u could change the date with the trainer, which meant u could play indefinately, i often start with 1337 or w\e the latest date is because theres a lot more options of countries to play with.
this works really well, but id like to not that you can change the start date, i did year 0 but there was nothing on the map, eventually some states show up like the papal states but nothing playable till 430 and then its just a single county in Ireland. if you use that as a start then everything else in the world is a single county. can be interesting. you can keep increasing the year until you get to year where the state you want to play shows up. thankfully you can do all that searching in the new game screen and just need to set the file to the year 0 or 430.
btw you can edit your character stats in save games and give yourself 9999 in all stats, the only way i have found to cheat at assassinations and make everyone love you.