You folks who won this game, even if you won ugly or slow, I bow to your greatness.



Plz share the wisdom.
Okay, I don't qualify for the "greatness" or "

", but I did win both ugly and slow (domination, 1936), so...
Immortal is a reach for me. I've won twice before in GOTM going culture (one was the easy setup from about a year ago). This was my first domination victory on immortal. Here is the best advice I can give -- feel free to consume it or reject it as you will. (Also, I can't take credit for any of these ideas, as I've stolen them from many different sources here in these forums -- too many to remember or I'd give the real originators their proper credit. I will endorse them all as things that have seemed to work reasonably well for me in my own games as I've learned to survive a little better at immortal level.)
The most important key to staying in the game at Immortal, at least for me, seems to be keeping up in the technology race. The only way I've found to do that is to stay focused on a game plan that emphasizes: (1) getting to Alphabet first, (2) meeting as many AIs as possible as early as possible -- preferably before getting alphabet, (3) trading technology widely, actively, and effectively, (4) getting a very early Library, Great Scientist, & Academy in the capital to power your research past Alphabet, (5) researching technologies past Alphabet that the AI normally does not prioritize so you will have something to trade with them and (6) making wise diplomatic choices by keeping the civilized AI leaders friendly through tech trading (among other things) and preempting the ones who are likely to stab you in the back if you don't take them out -- or at least clip their wings -- first.
(1) Getting to Alphabet First
Beeline alphabet. Okay, you can have one extra worker tech that is not on the path, but that's all -- unless you want to risk having far fewer early trading options. Ideally, you want to get to Alphabet before most of your opponents even have Writing. That way, on the first turn after Alpha, you might be able to trade Writing to AI-1 for, say, Masonry, and to AI-2 for, say Sailing. On the second turn after alpha, you may then be able to get Bronze Working (which will not normally trade for just writing) from AI-3 for something like Writing and Sailing. In this way, you achieve an early tech parity with the Immortal AIs, and you're still ahead of them (for a little while) by Alphabet. If you get this far, save Alphabet to trade in combination with other lower techs for things like Iron Working and/or Mathematics.
(2) Meeting As Many AIs as Possible
In order to make the trading work right it is imperative that you meet the other civs in the game as quickly as possible. Sending a warrior or explorer as far away as possible (and keeping him alive) is critically important. Never mind the value of the units, you NEED to meet the other leaders so you can trade with them -- fast. And don't hang around next to your city either. Nearby civs will find you quickly enough. You need to find the distant ones who will be cut-off by the borders of other civs if you wait too long. On water maps, build an early work boat for exploring far and wide before the coastal sea lanes get cut off. Then, once you've got writing, get open borders and keep going!
(3) Trading Technology Widely, Actively, & Effectively
Hoarding technology at Immortal level just doesn't work -- at least, not for long with techs that come before about Liberalism. You can hang on to Alphabet for a little while, but not much else. You must trade what you get pretty quickly and pretty widely just to keep up. Trade as smart as you can though. First get techs that other AIs need too so you can flip those trades to them and make your first tech go even farther. Focus your own research on techs that the AI tends not to prioritize -- even (sometimes) if you don't need them. You can get what you really need by trading that tech and flipping the first techs you get for it to others. Besides Alphabet, some of the techs that seem to trade well are Literature, Philosophy, and Paper. On the other hand, the AI leaders will almost always research techs like Iron Working, Mathematics, Currency, and Monarchy themselves. Unless you have some special reason to get one of those techs very fast, why waste your research efforts on them when you can trade for them instead and at the same time stay at the leading edge of the technology race?
(4) Early Library, Great Scientist, & Academy
I've found that building a Library as soon as I get writing and immediately employing two scientists gives a huge and lasting boost in the technology race. It is not so much the extra 25% science from the library (although that helps). It is getting the earliest possible Great Scientist and extra 50% science boost his Academy will bring that makes the real difference. Also, it is a "difference" that keeps on paying if you've built the academy in your capital, because there will be another 50% science increase once you can switch to bureaucracy. The hard part is forcing yourself to build that library right away as soon as you get writing, because there are a hundred other things you *think* you need right away too (...like wonders? forget 'em -- except for very special cases where you KNOW you need one in particular and you know EXACTLY why you need it).
(5) Technologies Past Alphabet
Oops, I already covered this under #3. Basically, don't research techs you know the AI will prioritize anyway. Research the ones you know the AI tends not to research first. Also, getting to Liberalism first is not only possible, but I'd say even probable in most decent set-ups even for a putz like me. Prioritize the Civil Service-Paper-Education route to Liberalism. You are allowed both to research Civil Service yourself and to hoard it for a while too. It is an exception to the basic rule-of-thumb outlined above. Paper and Philosophy can be used as trade fodder once you've got a decent head start. Go ahead and burn a Great Scientist on lightbulbing education if you feel one of the other AI is keeping up too closely. After Liberalism you CAN sometimes get away with hoarding a tech. This is advisable if, for example, you'd like to overrun one of your neighbors with Cossacks while they are stuck with only longbows or muskets on defense. Don't help them upgrade by trading the tech they need to anyone else (except maybe your war ally against them).
(6) Making Wise Diplomatic Choices
This is a tough one to explain, but I've learned the hard way that there are some AI leaders who will never issue a surprise DOW against you if you can keep them at "Friendly" or even "Pleased" in the diplomacy screen, while there are others who would be happy to puff on the peace pipe with you even after they've already got it stuffed halfway up your nether regions. Trying to keep this kind of AI leader happy is always a gamble because you can never be certain they won't attack you. Since even cultural games often necessitate taking out one neighbor, I've found that it is often best to target one of these unreliable, aggressive leaders first and either take them out or hobble them enough so they will not be a serious military threat moving forward. If I'm not going cultural or diplomatic, then I like to target the best researchers (who are often militarily fairly weak) in the middle game and move last against the remaining strong targets (who can often be kept happy with you in the meantime by bribing them into the wars you've got going against those research fiends). If I am going cultural or diplomatic, then a good defense pact (or three) can be even better than having a standing army.
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Okay, now my GOTM 31:
Contender Save.
Founded Moscow 1N of start on the plains hill.
Early Build Order: Worker, Warrior, partial Warrior, Settler, finish Warrior, Library...
Teched Animal Husbandry, Writing, The Wheel, Masonry, Alphabet (on turn 58 - 1680BC) and then traded for Bronze Working (from Asoka for writing and wheel), Archery, and Mysticism (both from Napoleon for writing). The next turn I got Polytheism for writing from Kublai Khan. Then on turn 61 I got Fishing & Agriculture for writing (from Mao). Napoleon gave me Pottery for Polytheism on turn 64 (1440 BC). I held onto Alphabet until turn 83 (800 BC) when I also finished researching Code of Laws, and then traded Alphabet to Frederick for Iron Working and Meditation, and then got Mathematics and Sailing from Fred again for Polytheism and Code of Laws (turn 86, 725 BC). Somewhere in there I also decided to get horseback riding fairly early because of promotion & upgrade possibilities to Russia's unique unit. Civil Service finished on turn 113 (50 BC). First to Liberalism on turn 177 (1170 AD). On turn 201 (1410 AD) I was informed that Peter was "the most advanced" civ.
In the meantime, I declared war on Napoleon (one of those unpredictable, crazy AI) sometime in the late BC or early AD and managed to take Orleans (encroaching near the SW gold & ivory) and Paris, getting peace on turn 124 (225 AD) for Calendar.
My first plan had been to go cultural using the old Godonut stone/pyramids strategy, but despite actually getting the Pyramids that plan was always kind of half-hearted. When Asoka attacked (Asoka??!) and actually took one of my core cities, I decided not to risk losing another immortal game like WOTM 17, where I got beaten under similar circumstances while trying to go cultural. I bribed Asoka for peace, waited some turns to build an advanced army of Cossacks, and then trounced him. Next down was Frederick, who suffered from not having Cossacks or cannons. By the time I got to Tokugawa it was 1865 and my cossacks were no longer effective, so after a poor start I bribed Mao into the fight -- both to distract Toku and to break Mao's Defensive Pact with Kublai (who was a bit backward, like Toku). I also bribed Napoleon to attack Kublai, mostly to keep that French madman busy but it also ended up weakening Kublai tremendously (I gave Napi Assembly Line/Infantry with which to beat Kublai over the head). When I got tanks Toku went down easily and Kublai turned into a cakewalk. (Never got to use tanks in a GOTM before... Man, they are effective -- Once I realized there are no no anti-tank infantry units in Vanilla I didn't even have to be very careful with them.) By the time Kublai went down Mao was ahead of me on tech and would have been a hard target, so I got to be the one to stick the knife in Napoleon's back for a change, and took the territory I needed for a domination victory from him. 1936 isn't a pretty date, but I'll take it.