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Get Wales to win a war against the USA. POD can be whenever you want, but the following constraints apply:
The two countries must be similar enough in terms of history, culture, and geographical extent to be recognisably the equivalents of OTL's states (so a "Wales" which covers all of Europe would be out, for example).
Wales and the United States must be the primary belligerents in the war (a thirty-country coalition which happens to include Wales as one of its minor members wouldn't count).
Other than that, let your imaginations run wild! Good luck.