How about a caravan, traveling along roads to different cities or overnight campsites? They're mostly merchants, but there are independent travelers as well. Each stop is going to be created by one of the players, they do the write up.
The idea is to have an adventure for the others to be involved in.
However, the point of this is to have fun, not engage in a nuclear escalation with the forces that run each city. Each nation is maintaining the status quo, they are not about to roll over the other nations, as that makes it a very different game.
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