Command and Conquer 3 has both a linear story-driven campaign and a conquer the world style game mode with a world map, territories and etc. I've never played it so can't comment on its actual quality.
C&C 3: Tiberian Wars has a linear campaign for all three factions (with its traditional FMVs starring actors that were hot stuff a decade ago), while the expansion,
Kane's Wrath, has both a Nod-only campaign and a "conquer the world" mode with all the subfactions.
C&C3 is a weird beast: honestly, I think it's a a good C&C game (far better than Tiberian Sun) by being an evolution of a proven formula through Generals and Emperor battle for Dune. The "Conquest" mode is fun but kinda cheap, even if some unit combinations are hard to crack. On the tac map, it's Tiberian series C&C: Nod is a light-specialist faction, GDI is steamroller and aliens are Air-focused. Gameplay is stock C&C tank\infantry\air hard counters with MCVs and static bases. It's simply very....refined.
Red Alert 3 has a sizeable amount of hatred thrown at it mostly thanks to EA and the fact that it's campy (and not good camp, bar one or two things) but the gameplay is also very
refined. Sea units, sea buildings, special abilties, combos. Campaigns are fun but a bit damaged by the contemporary mania of coop, so you are saddled with a AI companion every fuckin' mission.
Uprising is a SP-focused expansion, with a good number of options is you like throwaway and relaxing SP missions, with three extra campaign and a "general's mode" copied from C&C Generals, where every mission has a gimmick and you unlock units. It's.... stupid fun. Plus I loved how the EU president is a corrupt corporation-leader in the SP campaign and liked the gal who gives you "general's missions". Hey, System Shock 2 taught me that the best virtual women are the ones in positions of power that throw abuse at you.
Probably I'll repeat myself, but
Empire and War and its expansion
Forces of Corruption are probably the
best "conquest" mode RTS around, despite the combat being somewhat mediocre.
I've tried Warlord Battlecry: it's giving me those weird "Dominions in Real Time" vibes. Dunnow f it's a good or bad thing