I've been thinking of a few campaign goals like this. Just nifty things that would lead to interesting challenges.
The one I came up with is called "King of the Andals, the Rhoynar, and the First Men" and the win condition is:
Be King of Andalos and own the whole kingdom
Own the entire Rhoyne river area.
Own the entire Kingdom Beyond the Wall
Bonus Points:
Start Beyond the Wall or in Andalos
Do not expand away from your targets for power. Play strategically and carefully, with every move being in some way directly toward your goals.
Do it without Dragons.