Well if you ignore the bands that for me suit EU3 perfectly (Folk/Viking/Power/Pagan Metal) I would say:
Loreena McKennitt
Annwn
Blackmore's Night
Orthodox Celts
Omnia
Beltaine
Corona Borealis
Elane
Hagalaz Runedance
Potentia Animi
Hans Zimmer
Howard Shore (LOTR soundtrack)
Bear McReary (Battlestar Galactica soundtrack)
Clannad
Classical music would probably fit well....
My personal favorites thou are: Sabaton, Forefather, Ensiferum, Myrath, Turisas, Orphaned Land, Bran Barr, Heol Telwen, Tuatha de Dannan, Amon Amarth, Cruachan, Enslaved, Blind Guardian, Tyr, Elvenking, Haggard, Kamelot, In Extremo, Quntal, Schanddaul, Bathory...