Playing small countries along with a big one

so in the games, there are small countries that are computer played, such as Belgium, Portugal, Netherlands, Denmark, etc. It should be, where you can pick a big country, normally, but then have a choice to at the same time play as a smaller country. For example, you could play as Sweden, but then if you want, also be the leader of Norway, controlling their armies. It's like being the leader of two countries. Everything would still remain the same in the small country, it's just that a real person is controlling it.