Bought the game from Matrix, downloaded 1.06, installed, patched. Everything runs just fine, except that some of the text is not displaying (I didn't have this problem with the demo, btw). Basically, the titles of all options in the policies screens (printing money, raising taxes, etc.) are not there. Nor are terrain type names in the terrain window.
As for unrelated weirdness, someone might want to go through the scenarios and see if some things should be...removed. In the Shiloh scen., the Confederates control Mexico City. In the 1864 campaign, French divisions in Mexico still have HQ elements.