HOI3 does this pretty well with the pre-war events in Europe. The Spanish Civil War, re-occupation of the Rhineland, Anschluss of Austria, and the end of Czechoslovakia can all happen, but only if certain conditions are met. I actually prevented the SCW in one game, for example, and Anschluss can only happen if the Austrian Nazi Party has a certain level of popularity or organization (forget which). I think that's an ideal system, as it allows history to play out as it actually did, but still allows you to change things without then forcing arbitrary events that no longer make sense.