It seems to me, when a particular Kingdom does not have any cities left, but only it's capital city, that the first Kingdom to attack that Capital has rights to occupying that city. All inhabitants of that city is given a choice to either JOIN that occupying Kingdom or Move to another Server. This would allow it to be possible for a victorious Kingdom to obtain all cities on the map and WIN the game.
Suggestion: Kings, Governors, etc.... should get some kind of recognition as conquering an entire land (winning the game), like maybe a star behind his/her name or something. Conquer three lands, have three stars behind name.