The Scramble for Africa and The Middle Ages scenarios are dominating me. I can't even win the Africa one on Chieftain, I managed to finish second ONCE. I should probably read the directions closer instead of trying to wing it.
As for the Middle Ages.

I constantly wind up in some war and get set back a hundred turns or something. Yet every single time I fail to prepare for it. I am so totally not learning from history. I'm just convinced the Dutch or Austria will stay my buddies and they'll go bother somebody else instead of deciding my territory suddenly needs to quarter their entire amount of troops. Though the one war with Austria was hilarious as they smashed into a fortified wall of troops in the Alps to be constantly bombarded by a nearby city and archers behind the wall for turn after turn until they were finally out of troops and I invaded as punishment with no resistance but their cities.
Also, fuck the Dutch. They're even fucking with me in regular games now.
Launch/DLC scenarios seemed a lot easier than these.
EDIT: What's the consequences to never founding a religion other than Great Prophets being useless? Should I "adopt" one of the others and spread it to my cities? Or just say fuck it and ignore religion? (For whatever reason when I got a Great Prophet there were "zero" left to found...even though only seven had been founded.

)