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I can't get windowed mode to work with the HoI2 Complete Pack from Steam. I've tried altering the shortcut Steam creates to include WINDOWED, I've tried running the exe directly with WINDOWED, and I've tried putting WINDOWED in Steam's "Set Launch Options" box. Nothing works. And yes, I set my desktop color depth to 16-bit. And I tried Alt+Enter. No such luck.

I'm using a 16:10 monitor that cuts off part of the screen when trying to display 1024x768. It's not just blurry, it's incomplete. I've never been able to get fixed aspect ratio options (i.e., black-barring) to work on this system. If I can't run HoI2 in windowed mode, I can't play it.

Edit: Oh yeah, and I tried putting eight spaces between hoi2.exe and WINDOWED in the Run dialog box. No go.
 
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Version of Steam? Last update August 27th.

Version of HoI2? "HoI2 Complete" with HoI2, Doomsday, and Armageddon. ( http://store.steampowered.com/app/22130/ )

You want a version number? That's going to be difficult. Remember that my problem is that I can't run the game in a resolution that doesn't cut off part of the screen. All I can see of the version number when I load it up is "HoI2 1." One point what, I don't know.
 
What is your monitor's native resolution? What is the brand and model number? What kind of video card?
 
I realized I could use print screen to find the version number. It's "Hoi2 v1.3a (XLIF)". Below that, when running the game executable through a shortcut with the WINDOWED option, is a line that says "WINDOWED -window". The game isn't windowed. What's going on? My desktop is set to 16-bit color — is there another step I'm missing?

Results duplicated with the HoI2.exe in the Doomsday directory as well.

Edit: It seems this also causes the missing scenarios problem. As I understand it, a hex edit fixes this, but fix utilities refuse to operate on my installation, presumably because the exes have been altered for use with Steam.
 
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I realized I could use print screen to find the version number. It's "Hoi2 v1.3a (XLIF)". Below that, when running the game executable through a shortcut with the WINDOWED option, is a line that says "WINDOWED -window". The game isn't windowed. What's going on? My desktop is set to 16-bit color — is there another step I'm missing?

Results duplicated with the HoI2.exe in the Doomsday directory as well.

Edit: It seems this also causes the missing scenarios problem. As I understand it, a hex edit fixes this, but fix utilities refuse to operate on my installation, presumably because the exes have been altered for use with Steam.
Vanilla HoI2 does not recognize the WINDOWED parameter; it was only added in Doomsday. Vanilla HoI2 requires a hex edit to allow windowed mode. Does the 'HoI2.exe in the Doomsday directory' show Doomsday in the version string? If so and it still doesn't work I don't know what the problem is there. If Steam is altering Paradox's .exe files that would seem to be a very good reason not to buy Paradox games from Steam.
 
I figured it out, in part thanks to your focus on the Doomsday exe. There is a file called hoi2.bat in the main Steam HoI2 Complete directory (which is located somewhere under [Windows drive]:/Program Files/Steam/SteamApps depending on your Steam application installation settings and named "hearts of iron 2 complete pack").

Trying to run the HoI2.exe in the Doomsday directory from outside of Steam (which is a different file than the one in the HoI2 main directory, as shown by their different file sizes) launches the other HoI2.exe instead. However, because Steam runs hoi2.bat in order to start Armageddon, there is a way to give command-line options to the correct exe through Steam even though Steam's official command-line option tool does not work.

hoi2.bat has only two lines: "cd doomsday" and "hoi2.exe". Steam runs this file when Armageddon is launched from within Steam. If you alter the second line to "hoi2.exe WINDOWED", go to Steam's My Games tab, right-click on the entry for "Hearts of Iron 2 Complete Pack", and select "Launch Hearts of Iron 2: Armageddon", the game will run in a window provided you have renamed your avi folders to prevent the startup movies from playing and set your desktop color depth to 16 bits.

This information should probably find its way into a FAQ or sticky somewhere.