The Total War series, has proven to be one of the most well known and loved series of strategy games in existence.
However, despite its renown, there are still some very interesting times and places it has yet to explore -- no matter how many time periods it has already gone to.
Starting off by taking on the Shoguns of Japan, Total War: Shogun and it's sequel Shogun 2 is set in feudal Japan. The Roman empire also featured twice, in Rome and Rome 2, which comes with the the Geek empire too -- and the 'spin off' Attila, which added in roving factions which don't have a set city. We then got the Medieval series, which was set in Europe during the Medieval era, and completely changed how trading and negotiations worked. Then, a shift for the Total War series with Empire, being set during the 18th century it focused much more on ranged combat with gunpowder weapons, and cannons. It was mostly set in Europe (due to the faction choices), India and the Americas featured also -- Napoleon took the same idea, but was focused around the Corsican born French general, and Empire maker. Most recently, the Total War series once again did something new and moved into the fantasy world with Warhammer -- it improved the roving factions with Chaos.
But even with all these eras, there are many more which could make for an interesting setting in a Total War game.