I downloaded the Improved Grand Campaign and set up to play as France with France as the only major [all other players set to "None"]. I conquered Austria and annexed her. I have conquered Spain, and am not given the option to annex. I have occupied all colonies and trading posts. I thought that there might be a colony I couldn't see, so I saved the game and did a "Columbus" just to be sure I had every colony. Sure enough, I do. Spain is not occupying any of my provinces, or any of anybody else's provinces. Rebel Scum had one of Spain's provinces for a while, but I took it away from them. What am I missing? Note: When I conquered Austria, I began the final war of conquest with Austria down to 3 provinces only. Spain had about 10 trading posts at the start of the war, but I extended my effort a little to conquer her all at once since TP's aren't fortified. Does the "ex-major" have to be down to 3 territories or less when the last war starts? If Spain has colonists en route somewhere, or engaged in a colonization attempt somewhere, do I have to wait for the outcome of the colonization before I can annex?
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You can annex any country, regardless of its size, if it isnt a major. Even a 60 province Russia 
So thats not it... It could be something with the colonist en route though!
So thats not it... It could be something with the colonist en route though!
I thought you didn't need the colonies until they reach 700 which means it can't be a colonist en route. I'd confirm that Spain's shield isn't gold in the diplo screen (or that it doesn't show up in the graphs on the ledger).
I think I now know what the problem may be. I checked each occupied province, and the computer awarded Apulia to Brandenburg instead of me when we jointly seized it. Brandenburg is allied to me. Will I be able to annex under these circumstances, or do I have to wait for Brandenburg to make peace first?
You will have to wait for Brandenberg to make peace 1st, if they don't get that province then you will have to go and take it. If they get given that province then you can annex the rest straight away.
If two allies start sieging the same province then the province will go to whoever got there 1st OR if leaders are involved who ever has the highest ranked leader.
If two allies start sieging the same province then the province will go to whoever got there 1st OR if leaders are involved who ever has the highest ranked leader.
So if what BiB says here is true, i'm guessing that you can only do that if you are the alliance leader and can decide peace terms for the whole alliance. Of course if you are not the alliance leader you should get peace for anything you can, cause otherwise you will loose it all when the leader makes peace. The other thing which could have happened is that Brandenberg is no longer in the same war, check to see that it says Engalnd together with Brandenberg in a war Vs Spain. NOT England in a war Vs Spain & (seperate line) Brandenberg in a war Vs Spain. Who is fighting who in which war can often get split up because of seperate peace.
Not likely, but is there a Spanish army lurking somewhere, especially in an allies province. The AI does occasionally deny you the right to full annexation if it thinks there is still some hope. I'm not exactly sure of the precise AI rules. Obvious cases include where it is seiging your capital or your allies capital, but sometimes in less extreme circumstances the same is true.
And I know it must be frustrating for me to even suggest it, but it can be hard to find all the Spanish cities, they have so many provinces in so many places, have you tried looking in the save file to be absolutely sure that it is showing no provinces owned?
Who is the leader of the alliance with Brandenburg? Meaning, who dow'd or got dow'd? You can't annex if you are not the leader.
It won't be to do with colonies, and I don't believe that colonists en route will make any difference.
I have annexed Spain as France in the IGC, so it can be done.
And I know it must be frustrating for me to even suggest it, but it can be hard to find all the Spanish cities, they have so many provinces in so many places, have you tried looking in the save file to be absolutely sure that it is showing no provinces owned?
Who is the leader of the alliance with Brandenburg? Meaning, who dow'd or got dow'd? You can't annex if you are not the leader.
It won't be to do with colonies, and I don't believe that colonists en route will make any difference.
I have annexed Spain as France in the IGC, so it can be done.
Thanks for the help, everybody.
As it turns out, the problem here is [as you might have guessed] the fact that I am an idiot.
I specified that I had conquered all Spanish provinces, but you know what? As usual, I missed Malta. When I took Malta I was able to annex and Brandenburg got Apulia.
Sorry to have wasted your time. I thought I had checked everywhere, but naturally I hadn't.
As it turns out, the problem here is [as you might have guessed] the fact that I am an idiot.
I specified that I had conquered all Spanish provinces, but you know what? As usual, I missed Malta. When I took Malta I was able to annex and Brandenburg got Apulia.
Sorry to have wasted your time. I thought I had checked everywhere, but naturally I hadn't.