Here you will find guides to specific topics or countries. For more generic information, take a look at The Victoria Manual.
NOTE: Almost all of this is from Vanilla 1.03. People that are playing 1.04 or Revolutions surely won't find everything just as useful.
A guide for your first game
A Modest Guide For Brand Spanking New Players A step-by-step guide for playing as Brazil, originally posted on the Vicky forums. Written by November
A Guide for Multiplayer Games
A Guide to Victory in Multiplayer Games Some principles and strategies for people new to the world of multiplayer Victoria. Written by Memnon.
A Guide for Victoria:Revolutions
A Guide for Victoria:Revolutions *NEW!* A compilation of the assorted wisdom collected from the Vicky Forum specifically relating to the Revolutions expansion.
Country-specific guides and strategies
The original versions of these pages are taken from Valisk's "Nation Guide", as posted on the Vicky forums.
The "Country Guides"-category contains the country guides that provide more than a very basic introduction to the country in question.
General gameplay guides and strategies
Gotikiller's Capitalist Theory - Economic Strategy for V:R
POP Activity Guide - Another guide for migration (emigration, immigration) and assimilation
The Sino-hanseatic plot - A guide to migrate pops from the rest of the world to mainland Europe (yes, it is possible!)
Immigration/Emigration and Migration Guide
Governments and How to Change Them
Capitalist Overview - How to use capitalists for the best effect
How to bring civilization to the uncivilized
How to satisfy your POPs' needs
State and Government (and Other Politically Important Techs) Explained
Guide to the Ledger - your own best friend, and you might not even know it!
Military Units and Your Army Strategy