Something is wrong with my Hearts of Iron. I was playing this evening and I've capture every single territory of Canada, but it will not let me Annex Canada. Has this ever happened before? Is there anything I can do?
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Are you sure they had not captured any victory point provinces in, say, Japan or Italy? This can happen- in one game of mine Yugoslavia was entirely overrun, but they held Tirana, an Italian province, for four years, so Romania (which held all their key provinces) could not annex. If this isn't the problem, I'm not sure what's wrong with your game, sorry.