I was going to put this in suggestions, but I thought nobody would like them.
Cataclysms.
Crazy things - like that WOW expansion - that completely change how you interact with your world. Of course, these would have to be opt-in, otherwise nobody'd like them. What kind of events? Earth quakes that split ravines through the map that work like deep water. You'd need a series of bridges or new routes to navigate around/over them. Is that not enough to screw you over? Polar shift. Your deserts turn to sandy tundras, your jungles overheat and burst into once-green flames, etc.
I always liked the idea of abandoning a colony and being forced to set-up shop elsewhere, but I've never had the need to. I can't pack-up the benches I spent so much time an resources making, I can only carry so many resources, weapons, and food, and people are going to lose it out on the road. If I was forced to, I could probably enjoy trying to figure out what's more important than anything else.