1. Put your legions together. You shouldn't try and capture Segisama or any other first Cantabrian objective with a small or very diverse army. Legions are your best troops and they should stay together. You don't usually have many command points, so try to have your best troops in your main army instead of lower-quality troops.
2. Keep attention on your supplies. Sieges take a lot of time, so you'll need to keep on refreshing your supplies every turn. You must protect your supply sources and keep them always at hand (no further than a couple of regions apart).
3. Build castra (castrums) and depots. This may help a lot, both to protect your supply lines and to prevent the enemy forces (which usually outnumber yours) from capturing your towns. You basically have two advantages over the Cantabrians: more money and more political capital (engagement points, EPs). You should use these advantages and build castra (and possibly depots, too).
In one of my games, I had Roman castra in every single region over the Duero river (but for regions with enemy towns). This way, Cantabrian forces had to fight and siege every time they came out from their towns. This is especially important in the winter months: you will have a structure to limit your attrition losses during winter movement. Otherwise, the Cantabrians will try to raid your towns. (Historically, many Roman castra were built).
4. Repress them. Another good regional decision to invest your engament points into is the one where you retaliate against the enemy and get a national moral point if succesful (it's called "represalias" in Spanish, I don't know the English term). This too makes for very historical gameplay. Since the Romans were getting very heavy losses, they resorted to cruelties like maiming the natives, deporting civilians and killing (crucifying) every weapon-carrying native. The fact that these Nazi-like tactics were necessary for the Roman Empire to conquer this regions tells a lot about the nature of this war and the only winning strategy.
5. Kill lots of Cantabrians. It's easier said than done, but you have more money to get reinforcements. Thus, heavy losses are better for the Romans.
6. Try to focus on one Cantabrian force at a time. If you defeat the Asturians, or the Vaccaei, or the Galacians, or the Aquitanians, they won't recruit any more forces.
There is a 7th tip, though I don't like it very much. You can use your EPs to incite revolts and increase Roman loyalty in the Cantabrian towns. This is only marginally helpful and very ahistorical, since these people fought very hard and preferred death to surrendering. (In fact, I would like to have this feature changed in this scenario). A good example of this is that Cantabrii warriors were said to have sung their victory hymns while they were being crucified by the Romans. Not the kind of people you can buy with some EPs!
Please feel free to contribute with your own strategy tips. I hope this helps some people to play this really beautiful scenario
