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Based on my own experiences and reading after action reports it is often devastating when you are hit by a surprising early game unexpected attack. For instance, in a couple of AARs the Axis player invaded the US and in another the Allied player launched a sophisticated attack through Tunisia to hit the rear of the Italians in North Africa. If you are not expecting this, these can often be game winning surprises or at least gives the surpriser a tremendous advantage. My initial response to seeing or experiencing these surprises is to prepare for it in future games, even at the cost of giving up the initiative in certain situations. I would be interested in hearing how veteran players respond to and whether or not they prepare for surprises.

Not all cheese is created equal.

The attack on USA is quite a blow to Allies if it succeeds. But it also takes very little effort to prevent it. So that's one I'd say, just always position in a way that makes sure it can't succeed in taking any ports or cut off major railroads. This can be done in many ways. Sealion is similar. Brits should just always put units in keyplaces (cities and harbors) to prevent it from spiralling out of control (the initial invasion probably can't be stopped but can be contained.

The attack on Tunisia, idk if it's really a surprise attack. It might be META tbh. I am not sure if the axis can realistically prevent it. They can keep the army back to delay it. But the allied navy will still reduce Tripoli to 0 supply very quickly while still having enough held back to prevent a sealion. Knocking out France asap is probably the best answer to this. Or maybe evacuating NA. Then again, I would never do this preemptively because NA is too crucial to just give up if it isn't 110% necessary.

But apart from certain crucial surprise attacks to take out canals, supply hubs or ports, you simply cannot plan for every contingency, nor can your opponent do them all. So you just have to adapt. Keeping a few units in a mobile reserve is probably the best way to deal with this.

The Japanese invasion of the Panama Canal gambit was a tactic that cheesed some players off as it stretched all logistical credulity. A major land invasion projected across 8,500 miles of ocean that sailed all that distance undetected and without need of re-fueling was a bit much to swallow. But doable in the game partly because the Pacific Ocean isn't portrayed quite as large as it should be geographically. I've noticed the AVL ability wasn't incorporated into the recent Pacific game installment maybe as a result of some of the gripes about fantastically long-range invasions.