I thought it'd be interesting to hear people's "scariest moments" in Europa Universalis IV, as I just had one in my last game.
First, my end game map:

The year is 1812 AD. I'm playing Netherlands as a colonial trading power. It has been pretty smooth sailing so far. Then I see, "Your colony Nova Hollandia has started a war with French Canada citing, "Conquest" as their casus belli." That'd happened before and I didn't get dragged into the war so I didn't think much of it. 1815 rolls around and I do get dragged into the war. Now I'm fighting France with their ~300,000 size military and full manpower. Meanwhile all of my troops were over in Aden/Hormoz/Malacca because I wanted to grab that achievement before the game ended. I hired a couple of mercenaries, scorch-earthed my border provinces, and then just figured I'd watch them struggle to siege my level 9 fort borders. Then they called in Austria. That wouldn't be a big deal considering Austria's size on the map except that the emperor had successfully passed "Revoke the Privilegia" on around 1813. Every single HRE country, save myself, agreed to become Austria's vassal - naturally Austria got mad and broke our alliance. Seeing the achievement, "Play the game until 1820," I figured once it was 1820 the game would end, so I thought I just had five more years and then I'd "win the game" (I had the highest score). Of course I found out in ends in 1821, but that last year was definitely one of uncertainy.

First, my end game map:
The year is 1812 AD. I'm playing Netherlands as a colonial trading power. It has been pretty smooth sailing so far. Then I see, "Your colony Nova Hollandia has started a war with French Canada citing, "Conquest" as their casus belli." That'd happened before and I didn't get dragged into the war so I didn't think much of it. 1815 rolls around and I do get dragged into the war. Now I'm fighting France with their ~300,000 size military and full manpower. Meanwhile all of my troops were over in Aden/Hormoz/Malacca because I wanted to grab that achievement before the game ended. I hired a couple of mercenaries, scorch-earthed my border provinces, and then just figured I'd watch them struggle to siege my level 9 fort borders. Then they called in Austria. That wouldn't be a big deal considering Austria's size on the map except that the emperor had successfully passed "Revoke the Privilegia" on around 1813. Every single HRE country, save myself, agreed to become Austria's vassal - naturally Austria got mad and broke our alliance. Seeing the achievement, "Play the game until 1820," I figured once it was 1820 the game would end, so I thought I just had five more years and then I'd "win the game" (I had the highest score). Of course I found out in ends in 1821, but that last year was definitely one of uncertainy.