Pax Romana Aeternum.

Win the game as Eastern or Western Rome on Deity and have all your original cities under your control in the Fall of Rome scenario.

This took me a few goes and is pretty tough. Having all your original cities under your control at the end is easy enough, but you have to also ensure one of the AI players doesn't run away with it by capturing lots of imperial cities. If you choose Western Rome, this will likely happen - either the Sassanids or Atilla will destroy most of Eastern Rome and get up to around 6000 points which is simply unattainable for you. The only way to stop this would be to send vast quantities of land troops through Asia Minor to assist, but this is slow and it's difficult to spare them when you have so many fronts to fight on. I tried one game as Western Rome, where I conquered the Vandals and held the Franks and the Goths at bay whilst fighting hard against the Celts, but Atilla was busy amassing 9000 points and I lost badly. In short, choose Eastern Rome.

Then you have to think about what you need to achieve. The biggest constraint is happiness. You can't afford to go below -9 happiness and can't gain any luxuries from your starting position, so that limits you to your original cities plus about 3 Sassanid cities at your greatest extent. Once you have reached that stage, you have to hold your ground and can gain around 68 points per turn. This means you can get to a final score of perhaps 4200 at most. A lot of the strategy revolves around ensuring your enemies don't reach that total.

With the exception of Atilla, your enemies are all at peace with each other. This can be annoying because you wish they'd divert some of their armies against each other, but at least each Roman city can't be recaptured by another enemy thus increasing both their points. In all three of the games I played as Eastern Rome, Atilla was fairly easy to manage, the Goths went into their shell after an initial advance and the Celts never made it out of Gaul (there seems to be something written into the AI stopping the Celts or the Franks going into Spain...). The ones to watch out for are the Sassanids, Franks and Vandals. The Sassanids are strong for the first half of the game and if you don't beat them back fairly quickly, they will have accumulated too many points early on. The Franks come storming through the Alps taking Trier, Lutetium (which once went to the Celts), Massilia, Genua, Milan, Narbo, Lugdunum, Casta Regina and Ravenna all before about turn 30. This gives them around 3800 points, so they must be stopped from going further! The Vandals have a good chance of getting at least two Eastern Roman coastal cities at the start, followed by Rusadir and Iol Caeserea, all of Spain and Carthage. All of that gives them at least 5000, so they must be stopped in a number of places.

The other important piece of decision making is in policies. The first is a no-brainer: get the one which reduces the production if you have walls. You have about 4 cities with walls and this has very little effect. You can never afford to get the one which affects happiness and the other one which doesn't hurt too much is the barbarian uprising. So (painful though it was) I opted for the -10% strength second, so that I could get the barbarian uprising third before decimating my treasury with the others. This actually meant that I hardly lost any troops to lack of treasury. However, if you do go down the depleted money route, it's not too bad since you only lose troops every few turns and it'll always be the weakest one you have. It does make military planning a little trickier, which was why I went the way I did. The enemy will all be choosing culture bonuses, but remember they can only get big culture boosts when they capture cities and the only real dangerous one they have is the '+50% strength for adjacent unit' one. For me, only the Franks got this early on, so that told me where to send extra troops.

As you may expect, the first few turns are crucial. All your cities should be building troops, with most of the coastal ones building dromons to start with. The priority must be to stop the Vandals at the very start. I sent Dromons to Mistra from Cyrene and Constantinople to defeat their attack there and was just able to cling on in Seleucia by building a warrior straight away (the only unit able to be built in time before they would take the city). This was slightly at the expense of holding off the Sassanids. Once the eastern mediterannean was clear of ships, I sent most of my navy to Carthage and Ravenna to try and keep them in Western Roman hands. You need loads of ships to hold off the Vandals, especially as they seem to attack en masse, with big fleets of troops that need to be harried all the way to their destination. Eventually I also needed to send ships to Spain to stop them getting further than Carthago Nova. In the end they didn't manage to get Carthage, Tarraco or Caesaraugusta because of this.

Meanwhile the Goths were making advances in Thrace, but be aware that after their initial wave they don't seem to have much. You have a couple of legions up there, so keep them alive as long as possible and use the fort bonus for better fighting. I couldn't keep them from briefly capturing Niobium and Scandium, but it wasn't long before I could drive them back and recapture. After that I sent some troops through to Ravenna to assist in repelling the continuous assault from the Franks and used a couple of great generals to build well positioned citadels in the main avenues of the Goths' attacks.

The Franks briefly captured Ravenna, but I was able to liberate it fairly quickly and then position 6 Dromons and a smattering of land troops to keep them from recapturing it. Don't expect Western Rome to be of too much use, but they will kill a few troops, especially if you leave the important ones heavily wounded. Here's what that area looked like by the time I was gaining the upper hand and then what it looked like by the end.
Final Standings

Final Standings

In the east, I started by sending my legions north to hold off the Huns. It was my hope that this would mean they would divert their troops to attacking the Sassanids, but they only did this after capturing Trebizond. It seems the Huns have two big waves of troops - one at the start and another at about turn 50 or so, just to keep you on your toes. Their horse archers are really fast and gain experience rapidly, but you really need to watch out for the battering rams which can take out your cities in a couple of hits. Still, it won't be long before you can get the better of them and it is the Sassanids that will cause more trouble. At this point on turn 6, I wasn't looking in great shape.
Final Standings

With good use of the terrain and forts, I was able to keep the Sassanids from getting too far too fast, but they inevitably captured Melitene and briefly Theodosiopolis and Edessa. I had captured them back by about turn 20 along with Trebizond, but because the Huns weren't doing them too much damage, they were gaining points faster than me, so I had to advance further into their territory whilst playing a delicate balancing act with my happiness. The Huns eventually captured Anium from them, which was helpful and by turn 30 I had Amida.
Final Standings

By about turn 40 I had Thopsis and Nisibis, but could capture no more because of the happiness limitation. Unfortunately, they were still gaining almost as many points per turn (60 to my 64) and were well ahead, so I was going to have to be cunning if I were to overtake them. The points gain is based on population in your cities, so I had to starve them. By burning all their farms and sitting fortified on their floodplains, I was slowly able to do so (this also helped gain a little gold for my shrinking treasury!). By the end I had starved Singara down to 4 and Ctesiphon down to 16, which was sufficient.
Final Standings

As you can see, in the final reckoning my nearest contenders were the Sassanids and Franks and some careful calculation had gone into making it so.
Final Standings