The Hearts of Iron series focuses on grand strategy set during the World War 2 period. The player can play as any nation during that time period and have complete control over the aspects of a nation such as Production: The production of military units or other defensive building such as AA gun placements.
Politics: Are you Democratic, Facist or Communist? You can affect the nations politics over time and you can choose the people and there bonuses in those positions.
Military: Control all the Military units in your nation, you can build different units. Tanks, Infantry ect and then order a general to lead them. Command the Navy, Airforce and Army.
Research: You can research more modern units, ships and planes. Research new forms of Industry and work your way up to the Atomic Bomb.
Later releases in the Hearts of Iron 2 expansions added espionage which can be used for a number of tasks such as launching a coup over a nation.