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I've seen New England and Manhattan, Azerbaijan, Cuba, Catalonia, seen Italy re-seperate, Flanders, Lithuania, and a couple sub-states in 1.3.
 
I've seen Russia explode a few times when plagued by several rebel types after a major war after 1890 or so. What happens is that the communists will attack, and then within a few months the anarcho-liberals rise up, and then the reactionaries, and then the jacobins, and then the nationalists... So that the Russian armies hop from province to province battling tiny armies but never succeeding in destroying them all. So the country has years of revolutions and secessions, as each rebel type succeeds in sieging the capital and disappearing, leaving the capital free for the next rebel type to attack, and the nationalists free to sit in their territory for a long time undisturbed. Normally rebels are crushed or leave when they get their demands met. But when there's several types at once, revolution only makes some disappear.

The few times I've seen that happen, I got to see independent Latvia, Lithuania, Poland, Ukraine, Crimea, Georgia, Azerbaijan, Armenia, Finland, Mongolia, Belarus, Ruthenia...

It's pretty funny.
 
I always love to see Baltic States freed.

Never once saw independent Poland though. That's the rarest, I guess.
 
Well to me, a game of Victoria II is just utterly pointless and utter most depressing if nothing bizzare happens. For instance rare countries. That's my favorite desert. If my game is too common, I make it a duty for me whatever nation I play, to at least free a country or two.
 
Ukraine, Finland, Cuba, California, Deseret (!).
 
I've just played one game so far but I saw Romania form and then disintegrate back into Wallachia, Moldavia and a one region (Bucharest) Romania. I also saw Belgium and Wallonia emerge out of the Netherlands late in the game.
 
In 1.4, I've seen a French puppet-state in East Prussia carved out of the NGF, after Germany failed to devastating effect in its attempted annexation of Alsace-Lorraine that additionally cost them ownership of the Rhineland, which was surrendered to France. French forces had occupied all of non-colonial Germany to achieve victory.
 
China split in half, with "Heavenly Kingdom" forming initially with just a few rich coastal states and basically getting into a prolonged civil war with the old empire, grabbing a few states with each treaty until they had 80% of China.

The Heavenly Kingdom? You mean Taiping? I thought they were not present in V2 in any form.
 
I've seen Scandinavia, but the fun thing about that was how it was formed. Germany never formed in my game (as France). Instead, NGF ended up being crushed in a containment war, only to be sphered by GP Sweden. And that way, Scandinavia was formed w/o Sweden actually owning Jylland or Schleswig-Holstein, nor getting it after taking the decision.
 
I just saw an honest, totally free non-sphered non-puppet independent Schleswig. I was busy in Southern Europe, so I have no idea what lead to this, but I noticed it when I looked at the Wars tab. Prussia was trying to conquest it, but didn't have military access, so the war just sat there for about 20 years at 0% before Prussia white peaced.