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This was the case in Heroes of Might and Magic V. In Heroes of Might and Magic IV, the caravans were great, the only downside was that you had to manually buy the increase in their capacity until the caravan window was unlocked. The only problem was if a neutral creature spawned on the route, you'd have to clear the map. A caravan with a couple of dozen black dragons couldn't pass because it was afraid of some lousy peasants 👍