If you like strategy games, have you ever played Rune Wars, Diplomacy or any of the Axis and Allies games? 
I know of Axis and Allies, but none of the others. Scythe is very strategic so I would like those. Do you have a favorite?
If you have never played Axis and Allies, you might really enjoy it. The original game is set in World War II but they have different versions and expansions like a set specific to the Pacific theater and another that is based in World War I. 
Is it more interesting than Risk?
People find them similar. A&A is based on real world history, using period accurate World War II equipment and artillery, which makes the gameplay richer. 
Is there more strategy/activity than the simple "move" and "fight"?
A big aspect of the game is actually coordination. With enough players, different players control different countries. So you may have two or three different people representing different Allied countries and needing to work together to coordinate troop movements and attacks. 
Thats fun. It sounds better with more than 2 people. I enjoy scythe because it has multiple paths to victory via a point system and actions beyond "move" and "fight" like "build" and "produce" and "trade"
Scythe is also set in history, right? It takes place during the 1920's?
It is a bit more 'alternate history' as there are what seem like coal-powered mechs (upgraded tanks?) that move throughout the board. And small references to real countries (e.g. "Polania")