Well...
Okay. Here's the scoop. Whenever you annex a country, you have to save your game, reload your game, and then release them. Otherwise, they won't have any leaders. I actually forgot this in my current game, and as a result, there's a leaderless Italy stumbling around like a chicken with its head cut off.
Incidentally, if you don't want to go back that far, the fix is ...relatively simple, though only if Turkey doesn't have too many leaders that wake up after 1936 or go to sleep after 1945. Either way, check their leaderfile with the built-in DD/HoI 2 editor. Don't change anything, but browse through the file and figure out when most of Turkey's leaders will be awake or alive. Write down a few Leader IDs. Then load up a new game at the closest date to that one, as Turkey. Go through their army and remove all of their leaders, save, quit.
Go into the savefile and search for the leader IDs you found. When you get to the start of the inactive leader zone, copy that second - down to the last leader you find - and paste it into the .eug for Turkey in your current savegame. If you need anything clarified from the above post, feel free to ask!
~Kaoru
EDIT: Incidentally, there's a solution covered in this topic
http://forum.paradoxplaza.com/forum/showthread.php?t=335540&page=1&pp=20 that might also be worth a look. Doing it for every country you conquer, however, could prove time-consumingly prohibitive.
