In my current fort, I have role-played a whole scenario in my head. It started out as a quick science fort for research into animal training and clothing back when the latest update first came out. The fort is going on year 13 now. What changed everything was the discovery that we have a goblin king. That gave me the backstory for the fort: the quest for giant war animals, to ride into battle against the goblins and their fearsome mounts. I will consider this game "won" when I have three things: over 100 trained soldiers, actual domestication of a giant animal, and a dead goblin king. By "actual domestication" I do not mean taming. I mean, my civilization must list a giant animal species (it is going to be giant badgers, I just caught my second batch) as "domesticated."
Along the way to giant war badgers, my animal trainer has become a duke, I reset my population cap from 40 to 150, and I've sealed off all the caverns, including the lakes. My duke has an obsession with windows, and constantly demands windows, so that grew into a megaproject of its own: all three caverns must have their own enormous skylight window. In the middle cavern sits the dwarven metropolis of Ariliton, or "Womenhalls" in English, a vast and confusing City of Brass. Since dwarves don't have different gender roles, I figure the goblin king must have given the name as an insult. "Make clothes and train animals? Fine, you may have land. In a savage jungle, far from our civilization. Go then, to your women's hall and do your womanly things."
It's funny that a fort I set up just to do a little science has turned into the most story driven fort I've played.