The sequel to Cossacks, Cossacks 2: Napoleonic Wars is set in the 18th–19th century and involves Europe and parts of Africa. Surprisingly it has little to do with Napoleon. You can play as six nations, all of which have their own units and available tactics (the British can use congreve rockets, the Egyptians can use Taureg mercenaries, etc). There are over 140 different unit types available.
Some of the changes from the original Cossacks are that the economic and empire-building parts of the game have been de-emphasised and combat is given a higher priority. Also, there's the inclusion of factors such as morale and fatigue. If your troops are exhausted and you force them to fight a battle, they'll have weak morale and will probably break ranks and run after suffering a few casualties. Terrain also has a big impact, trees will shield your men against bullets and shrapnel and if your men are firing from a hill they'll receive an attack bonus.
There's a campaign mode, a series of pre-set battles, a Conquer Europe mode, and the traditional start-from-scratch mode in the original Cossacks.