No City Challenge

The game stupidly crashes if you select a pantheon while owning 0 cities, and it's not possible to end your turn without selecting one, once you have the Faith for it.

• Option A: Play without the GnK and BNW DLCs (you have to disable them both; if you only disable GnK, that won't work.)
• Option B: disable religion
  • B(1): Use the Really Advanced Setup mod
  • B(2) Use Notepad to unlock the forbidden menu option (h/t Steam Community comment #1744480967001986300) for a "Multiplayer" game
• Option C: play on a smaller map, disable Ancient Ruins, or reduce the # of City-States, to avoid accidentally accumulating enough Faith to found a pantheon.

Since every known strategy involves a Domination victory, you'll be in trouble if you can't reach some Capitals. Since you don't have any real source of research, getting Optics and Astronomy to get to other continents is unlikely, which means everyone needs to be on the same continent so you can raze their capitals.If you don't do this, you'll end up with a Capital. If you keep it, you lose the No City Challenge, and if you raze it, you lose The Game (which means you still lose the challenge!) OCC auto-razing is special and won't lose you the game, since it's instantaneous you "never really owned" the city in the first place, so you don't lose your capital.The more turns it takes other civilizations to build new units (which you can't do) and to research new technologies (which you can't do), the more turns you'll have to recruit barbarians (which they can't do). The shorter a game length you choose, the harder (bigger of a challenge!) it will be.The fewer civilizations you have to kill, and the fewer land units you have to maintain with no income, the easier the challenge will be. The larger a map you choose, the harder (bigger of a challenge!) it will be.Even if you have enough Culture for a social policy, you can't unlock it without a city, so don't waste your time or money on courting Cultured City-States. The interface will say "click here to open this branch", but you can't actually click it. It's very cringe...With every strategy (but especially Furor Teutonicus), these guys are your lifeblood. The more, the better!

If you want a slightly harder game, then leave that setting turned off (the default).

This is the simplest and most popular strategy.

Play as Otto von Bismarck (Germany), and use Furor Teutonicus to accumulate an army for a Domination victory.

Haven't tried this out yet, but "KalegNar" on Reddit claims to have done it:

https://www.reddit.com/r/civ5/comments/mr3wkp/no_city_challenge_huns_edition/

How he got the Battering Ram with no city, I'm not sure.