One of the finest classics ever made that I STILL play even though the graphics are REAL bad by today's standards is the Ancient Art Of War At Sea. The game is 20 years old and is still great.
You can get it here:
http://www.the-underdogs.info/game.php?id=56
...but I recommend getting a program called DOSBOX to run it..
http://dosbox.sourceforge.net/news.php?show_news=1
If it is an old game, I've probably played it, especially war and strategy games.
And for the REAL diehard RISK fans ... you can thank me for this one - The classic 1989 version by Virgin Interactive:
http://www.the-underdogs.info/game.php?gameid=2635
Yeah, I promote the underdogs because I helped here and there with that particular site. There isn't another one like it anywhere. Enjoy.