Here's a screenshot from Cossacks 1 showing a group of musketeers in hollow square formation fighting off cavalry which are not in formation:
Formations in Cossacks 1 (and 3, which are functionally the same game: Cossacks 3 is basically a remake of the first game in a newer engine, the game mechanics are largely identical, including how formations work) require an officer, a drummer, and a certain number of regular soldiers to be formed. Once formed, the formation remains static until it breaks apart from having too few men, or is dissolved by the player. You can also reinforce a formation with nearby individual soldiers until it's back at full strength. Being in formation gives units combat bonuses, making them more resilient towards attacks.
Here's a screenshot from Cossacks 3 showing the three different formation types: line, block, and square.
Soldiers in a formation are no longer commanded as individuals, but move as a rigid block. They will always retain their shape, until the formation dissolves. Any infantry unit can be formed into a formation, whether melee or ranged, as long as you have an officer and a drummer.
In Cossacks 2, formations become a much more integral part of the gameplay and are no longer optional.
This is what armies look like in Cossacks 2:
While in Cossacks 1 and 3, soldiers are reasonably effective individually, in Cossacks 2 soldiers outside of a formation have such low morale that they are practically useless. They will run at the first sight of the enemy and stand no chance in melee combat.
Cossacks 2 is also the only game in the series where formations gain experience through combat, which raises their morale and combat effectiveness. A formation can also reinforce by standing near a conquered village. New recruits will pour out of the buildings and join the formation until it it back at full strength (only works for infantry, not cavalry).
American Conquest works like Cossacks 1 and 3, with a few differences.
Some units cannot form formations, mostly those from native factions who have a less civilized way of fighting. All European factions can form formations with their core infantry and cavalry units. And some native units can form formations too! It really depends on the unit in this game.
Being in formation increases a unit's morale alongside its attack and defense, as American Conquest introduced morale to the series.
Here you can see native spearmen in formation, with some native swordsmen who are not in formation, facing off against European pike and shot, all in formation.
And in the following (low res, sorry, best I could find online) screenshot you can see a mass of pikemen not in formation pour into lines of pikemen in formation:
Here, the units in formation are selected by the player. As you can see, in the unit selection interface there only appear 4 units, each with a number next to it. The number tells you how many soldiers are in each formation. You command formations as singular entities, the individual soldiers will follow the commands given to the formation as a whole.
I think this qualifies all of the Cossacks and American Conquest games as games where units are groups of soldiers at least some of the time.