Fallen Enchantress - Grand 4X game of strategy and conquest set in a fantasy world.
Stronghold - Stronghold Crusader is a RTS game from the series from Stronghold.
The Battle for Wesnoth - The Battle for Wesnoth is a turn-based tactical strategy game with a high fantasy theme.
ANNO - ANNO is a city-building and economic simulation video game series, with real-time strategy elements.
Warlock - Rival against great mages in this turn-based strategy game of fantasy warfare.
Rise of Nations - Rise of Nations was launched back in 2003 but is still considered to be one of the most popular and effective real-time strategy (RTS) games of all time.