Hearts of Iron 4 is an immensely rewarding strategy game for the players who have mastered it. It's an understatement to say that winning the Second World War is no easy feat, especially in this particular game. Any country that existed in 1936 or 1939 can be played. Not all of them, however, are prepared for global conflict.
Players who want to challenge themselves have several worthwhile options to choose from in Hearts of Iron 4. In terms of achieving ultimate victory, these countries are difficult to lead. Needless to say, only veteran HOI 4 players should attempt these nations.
This list assumes that players start the game via the 1936 bookmark.
5 Luxembourg
Anyone who glances over the Youtube videos concerning Hearts of Iron 4 "challenges" will likely find one involving Luxembourg. That's because Luxembourg represents a colossal challenge in terms of survival. Historically, Luxembourg fell to the Germans in 1940 during the latter's drive through the Low Countries. In HOI 4, avoiding the same fate through direct resistance is a mammoth undertaking, to say the least.
Luxembourg has an extremely sparse manpower pool, along with no natural resources to speak of besides a small amount of Steel. Factory output is almost nonexistent with only 1 Military Factory and 2 Civilian Factories. One method of survival involves turning the country Fascist and joining the Axis. Otherwise, invasion and subjugation are the likely outcomes.
4 United Kingdom
Taking the reins of the United Kingdom may seem tempting for new players. After all, the UK commands a large empire as well as one of the most powerful navies in the world. However, the far-flung nature of its empire and all the complexities it entails makes the UK a daunting prospect to manage for beginners. Even with the benefit of hindsight, preparing the UK for war against Germany is still easier said than done.
Making sense of Britain's large navy can be daunting for new players just learning the ropes. Managing the UK's colonies and dominions also takes a little time to understand. If playing with Historical AI turned on, the UK doesn't have any extra time to work with before war breaks out in 1939. This means players will have to work fast to get their affairs in order before WW2 starts. All of this makes playing as the UK a tough proposition, even for intermediate HOI 4 gamers.
3 Ethiopia
Ethiopia, along with Italy and Switzerland, received a much-awaited rework courtesy of the By Blood Alone expansion. Ethiopia's prospects at the start of the game are bleak. Italy is already in the midst of its invasion of the country. Although Ethiopia's army is large, the Italians have a major edge when it comes to industrial capacity and military technology.
With their new Focus Tree, Ethiopia possesses several options when it comes to dealing with the war. The hardest approach sees players fending off the Italians without any foreign aid. Going this route requires creative use of tactics, as overcoming Italy blow for blow is extremely difficult. Ethiopia represents a tough challenge, albeit a very rewarding one if players manage to survive and ultimately achieve victory over its invaders.
2 Albania
Albania isn't too dissimilar to Luxembourg when it comes to its slim prospects of survival. Whereas Luxembourg will find it difficult to avoid annexation by Germany, the Albanians will have Italy nipping at their heels. Despite all of Italy's faults, Albania will still struggle to resist the former's onslaught.
Albania has essentially no resources or industrial capacity. Their manpower reserves are also, unsurprisingly, in a sad state of affairs. As such, their military is almost a non-factor. Forts and naval fortifications can help, but even they are often not enough to resist the Italians completely. Like Luxembourg, Albania's greatest chance at survival lies in aligning with Germany and hoping for the best! Albania may be able to gain new territory at the expense of its neighbors if players help with the Axis war effort. More territory means more industrial capacity and manpower, which is something Albania desperately needs.
1 Shanxi
Players who really want to put their HOI 4 skills to the test should try one of the Chinese warlord states, particularly Shanxi. Geographically, Shanxi isn't in a favorable position. They are surrounded by five other powers who can turn their gazes threateningly in Shanxi's direction. Shanxi also starts the game with two negative National Spirits aimed at political power gain and stability.
In addition, Shanxi possesses no natural resources whatsoever. They have 1 Civilian and 2 Military Factories to get things started. The threat of being swallowed by Japan and its allies is very real. The People's Republic of China will also want to annex Shanxi. The smart bet is to join the United Front against Japan and bide one's time until more territory can be acquired.
Hearts of Iron 4 is currently available on PC.