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Have you waited long enough? They pop up at a certain rate (2 per year?). I have to admit that I have not personally reached the technology level to build nukes for a long time.

When did you achieve the required techs and with which country?
 
Germany. I under built Nuke plants (as usual) realized error and reached 10 by 1947-48. Currently 12/51 and told still too small despite size 10 at Kiev.

Fascinating game. German should have triggered Bitter Peace in 43 or 44 offensive. Hasn't happened, hopefully because Soviets crushed and conquered Manchuria and Korea. So German army bogged down in trenches from Archangel to Afghan border no spare troops for other fronts. Took India and Mideast to Bangladesh but stopped because too weak to reach Siam. Italy joined in 1945 and Axis took N. Africa. US landed at Tunis in 1950 with 40+ divisions and took all of N. Afr back except Egypt destroying all Axis forces there except Skorzeny's SS Cav-Kps (slipped through lines like eel) and Manteufels Afrika Korp (at virtually strength 0 went into Chad headed towards Sudan before reaching Egypt in 1950 a 4 year trip). U-boats wiped out but UK over 2300 Convoys lost, Ger over 1200 convoy lost.

Only nonsense was Italy sent message stating it would never surrender. Discovered US had captured all of Italy to Po River. Booted them out and after returning Venice to Italy the remainder of Italy instead switched to Ger-Conq over Italian flag and has so remained. No idea why not revert to Italy on capture or returned after fully occupied. I won't mention my anger over Musso not calling Ger to advise they had misplaced their country.

I would love to see major actions such as invasions and DOW get a large box with blaring newspaper headlines so that player can see something big is happening somewhere. More than once I've had Spain, France or Italy get overrun and learned of it months later. Can't see everywhere or be everywhere in game of this scope.