In the years that I have been playing Fudge, one of the more difficult things that I have tried to do is finding a way that players continue to stay challenge in stories thare are more episodic instead of a one off adventure. With the way Fudge is, when players skills start reaching Superb, it is very hard for these battles do not come automatic successes for players. Without a challenge, nobody is going to be interested in playing.
It was about a year ago that I finally hit on a way that can help alleviate this type of pain for campaign settings and it has been working very well. What I did was create four new levels above Superb and did not allow players to achieve these levels. For example I create a Impressive (+4), Most Impressive (+5), Legendary (+6), and Mythic (+7). In my campaigns I made sure there were ODF and DDF abilities for weapons and defenses to help add some variety to the rolls. An example would be the Emerald Fire Dragon I created as a bad guy for my group of knights that were trying to free a kingdom.
Emerald Fire Dragon
Agility: Most Impressive
Claws: Impressive (+2 ODF)
Frost Breath: Superb (+2 ODF)
Hide: Impressive (+3 DDF)
This dragon gave my team of four (with a bunch of superb skills) quite a hard time making them think instead of just strutting in and battling the creature. The biggest drawback that I have found (and in a way I do not consider it a drawback) is that if the player does not roll well, he could wind up being insta-killed if the campaign does not allow expansion on the amount of wound boxes that the player character has. Sir Roderick battled the dragon and went sword to claw. Sword Skill was Superb with a sword of ODF +3 and a DDF +2 (Leather armor). He rolled a -3 dropping his end result to Fair while the Dragon rolled a +3 on Claws. The Margin of Failure was a whopping 6 points plus the +1 for ODF giving a massive 9 points of damage. The armor did cut this down to 7, but that seven incapacitated him. Suffice to say, the players were very happy to have their fudge points now.
So, those are my thoughts. Do you have any other ideas on making it challenging for players when the level is getting high? If so, please share them on the fudge forums!