Today I liked the fact that you can keep a campaign going even after losing several wars.
Started a 'The Knights' into 'Jerusalem' achievement run.
Won the first war vs the Ottomans by doing a straitblocking tactic with Venice as ally (with promise of land). So, great start. Took about 6 provinces. Afterwards declared on Karaman and made them a March. However, things went sour after that quickly. Couldn't find any allies (+125 relations, but didn't turn to friendly attitude) and the Ottomans declared on me after the truce. They took all their provinces back including all of Karaman, except 1 province of Karaman and Rhodes. Back to square one. Wanted to quit at that point, but didn't.
Continued to look for allies and managed to score a thick Hungary and the Papal states. In the mean time managed to conquer some territories in Byzantium (ottomans didn't fully annex them) and Naples.
Ottomans declared on Theodoro that was allied with Muscovy. I declared on the Ottomans (with Hungary and Papal states called in) to take advantage of that. Of course, Ottomans promptly turned around abandoning (and losing) their war with Theodoro to focus all efforts on me. Unfortunately they had naval superiority as well, so I couldn't block the straits. Lost that war, but managed to keep damage under control. Lost a few provinces in southern Greece, but nothing major (still losing 2-3 provinces when you have 6 in total sucks).
Later on, Ottomans declared on Mamluks. I also declared on Mamluks. Then Tunis declared. Then Ethiopia. Managed to score some key provinces and got myself everything to form Jerusalem as well as release Syria for reconquests. Even though I had only about 8k troops at that point.
Through the mission tree got Malta and declared on Tunis afterwards. Got some territories. Expanded further into Arabia and Mamluks. However, lost track of truce timers and with 4 nations being at +50 AE (mamluks, Aq Qoyunlu, Ottomans and Tunis) it was coalition time

Tunis declared on me. Most of my allies accepted the call to arms (except Spain. Spain and finances really don't go well together) and after a gruesome war, I thought I could win (was at +25% warscore at some point) I still lost that war with -50% warscore. Mostly because of it dragging on so long and my allies peacing out. Ottomans carried that war single handidly. Even though we had more troops, Ottomans had 95% participation score in that war and killed us all (damn you early tech western units!). Tunis was at 20 war exhaustion and fully occupied most of that war, but didn't want to peace out for even whitepeace. Lost again a ton of territories. Mostly be releasing Arabian minors, returning all Tunis's cores and returning some provinces to Mamluks.
I declared again on the Ottomans a few years later. Miscalculated that war. Ottomans teched up mid war and again focused all efforts on me. Managed to fight to a whitepeace, mostly by using defensive terrain and ticking warscore. Burned up all my professionalism on manpower. Had at least 10 loans. But it was a whitepeace, which isn't terrible.
For some reason Tunis or Ottomans cancelled their alliance and I managed to declare on Tunis for all my cores back and then some. Annexed the Mamluks (most of Egypt region) and returned my cores.
Some time later, the ottomans were behind on military tech (how does that happen?). They had military tech 14, I had 16. So I was the one to declare again. Called in my huge Hungary ally, Papal states and Milan and this time finally managed to crush them. 99% warscore. Took all my cores back (around 6 provinces), all Karaman's cores (around 6 provinces) and most of Syria's cores for also 6 provinces.
Pfiuw. Managed to work it out in the end.
Lost wars: 3
Whitepeace: 1
Won wars: 2 (if you count the opening war). But the final war resulted in utter Victory.
It's these kind of victories that make EU4 feel incredibly rewarding.
The Kingdom of Heaven is once more.