Damn, sorry CCR, I must have lost track of your post. Only with Rak's resurrection of this thread have I noticed the outstanding question.
To answer your question, nothing East of Vienna, the game deals with Western Central Europe. The five cities in the game are Paris, Madrid, Berlin, London, and Milan.
Europa 1400 is a good game, though it could benefit from some added polish and more development time. I can forgive such faults from smaller developers. Though you should undoubtably purchase The Longest Journey, it should be rather cheap by now. It's a bit dated, but that's not much of a problem. Can't wait for Dreamfall (did you hear it received money from the government for the arts?), though Funcom has a mixed record with it's games.
Buy a legit copy of Stronghold damnit, support the developers.