I have played a fair amount of war games, but most of those have been real-world (WWII, Vietnam, etc). I have very little experience with fantasy war games...

... so...

What are your favorite fantasy war games?

If you don't mind SF instead of fantasy, check out Ur-Quan Masters it's pretty brilliant, and both free and DRM-free from multiple channels. It's a deep scifi turn based game that never got the love it deserved, Galactic combat, ship-building, and getting to know aliens. What's not to love?

Not fantasy and not a war game.

To answer the question, I'd suggest the Age of Wonder series, and the Heroes of Might & Magic series.

Fantasy General of course!
Fantasy Wars is also pretty nice ( and the follow up elven siege )
Fantasy Kommander found on the matrix store is another tough nut to crack

furthermore you can't talk about fantasy and war and miss out on Total War Warhammer I & II which are quite lovely though pretty demanding on your wallet time and machine

On GoG you can also find the just releases Warhammer - Mark of Chaos which is another nice game

Warlock masters of the Arcane is according to many quite supreme in what they offer namely a simple hex based 4x sort of war game

in that regard i would also like to name a stardock title i enjoyed quite a lot namely Fallen Enchantress -- Legendary Heroes

The new released Fantasy General 2 is btw according to many a sublime wargame

Then there is dominion what is not a wargame for the faint of heart ( not sure if this one is available on GoG )

I second the earlier suggestions Age of Wonders 3, Heroes of Might and Magic 3 Remastered nad Disciples 2

Majesty 2 is a kingdom management sim which background you can also find in Warlock masters of the Arcane you might also enjoy

and to name at least one rts i would choose spellforce 2 anniversary edition

All of these games i had a really great time with and the most that i named are available on GoG

Battle for Wesnoth

It's definitely not for everyone (lots of RNG) and I'm just beginning to get into it, but from what I've seen so far it's definitely worth hundreds of hours of entertainment if it clicks with someone. And it's free.

Fall from Heaven II mod for Civilization IV. Each race plays different, there is an all-new magic system with dozens of spells, and a fascinating lore. It's so deep and rich that I consider it a new game on its own that you get to play for free if yoy buy Civ IV.

BfW probably has quality content for a lifetime. I have ~500 hours on Steam and maybe twice of that over the years without Steam (it's open source and can be installed without Steam, of course). Played mainline campaigns several times, quite a few "add-on" campaigns, currently playing legend of the invincibles wich probably takes 300+ hours to beat.

The RNG isn't bad once you got to grips with it and the game can be played more "casually" using the "back to turn" function.

- Master of Magic
- Age of Wonders 1&2
- HoMM 3
- Disciples 2
and, if I ever get round to trying it,
- Dominions 5

Apparently devs took a stance with it because some people complained about it over the years - they say it actually adds to strategic part of the game because without RNG there would always be one best way to win each scenario, and honestly I think they are right. Still, I think it may not work for everyone.

I'd second the suggestions of Heroes of Might and Magic (2, 3 and 4), Master of Magic, Age of Wonders 1, 2 & AoW Shadow Magic, Fantasy Wars and Battle for Wesnoth. That is, if you like TBS like me... Not much into RTS.

And you can download it from here - no Steam required: https://www.wesnoth.org/ Best (far as I can tell) FfH2 vanilla continuation is this:
https://forums.civfanatics.com/threads/mnai-u-unofficial-build-bugfixes.645898/

--

Civ 3 also has some fantasy based mods - the first one is still being developed:
https://forums.civfanatics.com/threads/tides-of-crimson-fantasy-mod.399007/
https://forums.civfanatics.com/threads/master-of-myrror-fantasy-mod-2-0.79607/
https://forums.civfanatics.com/threads/middle-earth-lord-of-the-mods.252286/
https://forums.civfanatics.com/threads/conquests-of-might-and-magic-iii-comm3-epic.619720/
https://forums.civfanatics.com/threads/dungeons-dragons-mystara.122232/
(and there are more, not a complete list)

Watching videos on this ATM. Didn't get into the 1st -- although came to it very late -- but this one looks nice.

Endless Legend - Of the fantasy war/strategy games I've played, this is definitely my favourite. Turn-based 4X strategy game, lots of different factions that play quite differently from each other. The learning curve isn't too high but there are some things I had to look up to get a better understanding of, but once I got into the groove of it, it very much became a "Just one more turn" kinda game where I was staying up until 3AM. Such a brilliant game, and an amazing soundtrack to boot! Sadly, it's not on GOG but I'm hoping one day it will be. For now, it's still definitely worth picking up on Steam.

Lord of the Rings: Battle for Middle Earth 1 and 2 - Also great games that I played a lot growing up. I'm sad there's no digital versions available anywhere and never will be, but thankfully I still have the CD versions. If you can find the CD copies anywhere online at a reasonable price, they're definitely worth it.

Lords of Magic. Just because of Sseth Tzeentach's video:
https://www.youtube.com/watch?v=qPvrEIZein0

I'll this Fantasy Wars and Elven Legacy. You must be careful, though, and know that it's not a game where you can 100% it. It's pure strategy like a board game. To won't be able to do everything you want to do like an RPG

Heroes of M&M is good, too. I recommend starting at 1 and working your way to 3. No need to go past 3.

Empire Earth isn't fantasy in genre, but it's totally fantasy. You have neuromancers wizards (priests) and master wizards that can spawn hurricanes, volcanoes, plagues, earthquakes, and fire from their voice and hands (prophets) and hero knights that can take out legions of soldiers (heroes). Light fantasy, but fantasy. It's really good.

I also loved Warlock 1 and 2. It's a lot like civilization. But it's also very easy. The AIs not terribly smart. But it's still a lot of fun to play. And if you play with others, you'll be challenged.

Part 1 is easier to understand. Part 2 adds content and multiple dimensions/realms and some neat deity stuff.

There's lots of good Warhammer games, too.

The Lord of the Rings games are pretty good, I think. But I got bird with them too quickly. Even so, there's some nice moments.

Those are probably my favorites