It’s pretty easy, though politically incorrect, to imagine an alliance of Muslim countries… add to the Euro Union, add the Sino Russian Conglomerate, add the Great American Coprosperity sphere, and you have 4 imaginable enemies, and with a South American dictator, or an Aussie monarchy, you could have even more! :D
The tricky part is finding units for them all, and making it fun yet partly realistic! :D