No horses.
Being drowned techwise when researching the required tech and closer AIs have rifles
Um...
A no war game?
Can't think of anything else.
No Iron. Damn, that would suck.
Something like this actually happened to me in this DeGaulle of Spain game. Rexd out to 9 cities. Turtled up. Spread religion/built economy/built wonders. Techd merrily along to Conqs and Cannons so as to spread my benevolent rule, and just as I got Gunpowder I realized that I DIDN'T HAVE HORSES.
