Small-scale invasions, such as raiding parties, barbarians, or pirates, are fairly common (or perhaps should be) in most gaming worlds. However, some invaders come full-force, and are a previous unknown to the current inhabitants. This can be either a military invasion, or a steady influx of immigrants. Uncertainty & fear will both follow and preceed these new invaders. They will have cultural, linguistic, and perhaps technological &/or magical differences with those who came before them. This can be successive waves of newcomers, as people generally stop thinking of themselves as 'new' and become natives after a generation or two. That is, if they are not kept down by those that came before them, by limiting jobs, education, & property ownership, or making them live in ghettoes, work mines, etc. Depending on the game world, these new visitors may be a completely different species or subspecies.
Do the newcomers fully integrate into the native society, losing their language & customs? Do they become the dominant culture (possible even without military conquest or superior numbers)? Are they kept apart from native society in some way? Variations on these are possible. To use some real world examples, ancient Romans incorporated Etruscan culture into themselves, and made their customs Roman—this was long before Rome became a military & political powerhouse. Following the Norman invasion of England, a new King took the throne, and society was shuffled at the upper end, but for the common peasant, not much really changed, certainly not quickly. Much of the world is seeing an invasion of American culture, even without being invaded by Americans themselves (although some might feel that this fact is soon changing—with military conquest only a matter of time—such is beyond the scope of this thread). In the United States, there is a current increase in number & culture from Spanish-speaking areas.
An invasion need not be an actual invasion, nor need it be considered a bad thing. It all depends upon one's viewpoints.
In My World
Midian suffered a pretty significan invasion a couple of millenia prior. So drastic was this fated to become, that psychics & seers on the other side of the globe forsaw visions of the event. Even the very sky bled when these violent newcomers arrived. These invaders are intimately familiar to the readers of this site: Humans.
Most of them left their original point of invasion in southern Osterre (the eastern continent) within a few decades. They quickly hopped islands in the southern portion of the Greatsea, and swept through Suditerre (the southern continent). Little traces of any pre-Human inhabitants survive there, especially in the southern areas—now known colectively as the Elder Kingdoms. There, Humanities numbers grew immensely, as did their knowledge, especially of warfare & its related industries. As Humans' growth stretched their boundaries ever northward, they eventually encountered the southern edge of the Olde Empire of the Hobgoblins. The Olde Empire was ill-equipped to defend itself on its remote reaches in Suditerre. Humanity quickly spilled north across the Grim Sea into Norditerre (the northern continent), home of the Olde Empire. For the Humans, this was simply emigrating to a new area, to find cultural freedom, and to escape overcrowding. To the Hobgoblins, this was a full-scale military invasion, the likes of which they had never before encountered. The Humans had a number of innovations to the art of war unknown to the Olde Empire, such as horsemanship, superior ships, tactical formations, advanced polearms, leaders who led by means other than direct physical intimidation, and the Humans had somehow replicated the Elven art of archery. The ancestors of what is now the Formourian people landed on the southern tip of Norditerre, and began a program of agriculture, fortified defense, population growth (possible far beyond the means of the Hobgoblin's hunter-gatherer & herder society), and conquest. Meanwhile, the ancestors of the Heldanns who spearheaded the invasion travelled further north along the coastline. They pillaged and raided (and some say never fully gave up this habit). Since the Human's ships, nautical skills, and weapons were superior, and since the Olde Empire's coasts have long suffered from the occassional bout with the Killians, the proto-Heldanns and their few super-warrior Gaijin sailed north without even being slowed by the Olde Empire's efforts.
The proto-Formourians spread west—assisted numerically by further Human migration across the Grim Sea, north following the Heldannic efforts inland, and began pincering the Olde Empire. The Humans carved new lands for themselves from what was once unopposed territory of the Olde Empire. Within a few generations, the balance of power had drastically shifted. The final death-knell of the Olde Empire came when the five Duchies of what would become the Kingdom of Formour were united under an adventurous couple who acted as war-leaders (who later became the first King & Queen of Formour following unification). In the north, the Heldanns had encountered a resistance movement of Dwarves, who had been long enslaved by the Hobgoblins. The very presence of the Humans, and the promise of alliance, gave the Dwarves the courage to rebell across the Olde Empire. The combined Dwarf & Human army (aided by Gaijin & Troll) conquered the mountains & northern forrests, driving many Hobgoblins into the inhospitable area known as the Farreaches. The Formourians swept north & west, and eventually surrounded the last dying remnant of the former government. The Great-grandfather General, warlord & sovereign of the Olde Empire, was trapped in a densely wooded area with his kinfolk & few remaining imperial guards. To their credit, the Hobgoblins never actually surrendered. The Great-grandfather General eventually died from infection of his wounds, and the remnants of the Juran tribe (his kinfolk and guards) remained in what is now known as the Hobgoblin Enclave, where their descendants still survive today. These are a sad reminder of their own glory days. The eke out a living selling trinkets to tourists, keeping small herds of goats, and gathering what they can from the forest. Two other tribes were forced back south, into the very heart of Human-dominated lands. There, they were largely incorporated into local society; many of them no longre even speak Gobley. Those Hobgoblin tribes that escaped to the Farreaches have far more difficult lives than their Enclave bretheren, albeit one with greater dignity intact. There, they try to maintain their traditional lifestyle—and as much of their culture as could be remembered—while incorporating the techniques they learned from the Humans: horse, bow, & tactics.
An additional Human invasion occured much later, and with far less fanfare. Two tribes of the Goths—those Humans who stayed near the original invasion point in Osterre—emmigrated to southern Formour & northern Byzant (in Suditerre). Coincidentally, the areas that are now inhabited by these Goths (as much as 50% in some cities), are the very same lands where Humans first began their conquest of the Olde Empire.