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I'm looking for a list of skirmish games that have campaigns. I'm aware of Mordheim and Necromunda obviously. Infinity has Campaign Paradiso, and Judge Dredd has campaign rules. Am I missing anything else out there? Also trying to dodge Mantic and sports games.

Wreck-Age
Song Of Blades And Heroes

Brushfire & Endless: Fantasy Tactics

Just came across Valhalla, from East Street Games, during BoW's Salute coverage. The presentation is a bit rough and I haven't tested the mechanics, yet, but it does have a few potentially interesting features (including a campaign system).

The most novel is the online integration - no connection needed during play; everything is for the pre- and post-game. The site allows you to upload pictures of your actual miniatures to generate custom (and easily identifiable) stat cards, which can be accessed from your virtual "drinking hall." You can also input their in-game achievements afterward, creating a running tally of their kills.

The stamina mechanic seems interesting, too. Warriors don't always die outright - they lose effectiveness, as their chances of passing skill tests lower with accumulated fatigue and damage.

Cheap to get into, as well, with a very basic, inexpensive rulebook (starter rules as a free PDF upon signup) and the freedom to use any of the various cheap historical kits for the models. Designed for small boards (3-4' square), too, and doesn't require the sort of terrain density that some of the others do to work.

Again, this is all just from a cursory summary in the video and a glance at the website, but it may be worth checking out if you're interested in a "dark age" skirmish with the potential for continuity written in.

Is there a particular era or type of game you're looking for because there are dozens of skirmish games with campaign systems. Most skirmish games have a campaign system, probably because much of the appeal of Skirmish games is investing time and effort in the narrative for a small group of characters.

I would offer another vote for Song of Blades and Heroes. The main rulebook has a basic campaign system, but the "Song of Deeds and Glory" supplement has a more extensive system. Probably my favorite game ever.
And a real bargain:
http://www.ganeshagames.net/product_info.php?products_id=7

Also, the "Song of Arthur and Merlin" version (rulebook and setting in one) has it's own Questing advancement system more in keeping with the Arthurian lore.

Some other suggestions:
-In The Emperor's Name
-In Her Magesty's Name
-Of Gods and Mortals
-Neutron York 3k (not great, but it's there)
-5150
-Saga
-Blasters and Bulkheads
-Supersystem
-Chaos in Carpathia
-Vortex
And many, many more...

Not a skirmish game, but...
-Alpha Strike (the battletech quick-play, larger scale ruleset)

This is somewhere where I would not recommend Infinity.

Campaign Paradiso hasn't been particularly well received. Contrast to the super well balanced regular gameplay, Paradiso is pretty unbalanced, with some bonuses giving the player who is already winning some very clear cut benefits.

It's also not a generic campaign system, but a very specific campaign in the history of the Infinity universe, but has some pointers on how you can use it to build your own. The progression is also quite limited - you have a Special Operative model that you can put experience into to get new weapons and abilities, or a series of army wide trees that unlock other abilities.

Compared to the other two you mentioned, Necromunda and Mordheim, which have their campaigns built into the core of the game and the progression system based on every model, Campaign Paradiso won't really scratch the same itch.

Check out this thread from the LOTR section:
http://www.dakkadakka.com/dakkaforum/posts/list/592027.page

Battle Companies is a great ruleset for this, in depth without being overwhelming, and games are quick and tactical.