Campaign help

I need some help with AOE2 Campaigns. I can't seem to finish my opponents off. I'll destroy the AI's main town or whatever but they'll just end up scattering everywhere and rebuilding which makes destroying them REALLY annoying and it ends up with me taking 4-5 hours to finish a single mission. This was a huge problem in A Perfect Martyr, Lombard League and The Emperor Sleeping but it happens in other missions too just to a lesser degree