There are many cards in Empires I play less than optimally, but there are a few I don't get at all. ...Actually, Annex is the only real puzzler.
I have seen someone buy Annex exactly once. It was end game and he had $7. In that situation, if you would buy the Duchy anyway, I get it - given that you have good cards in your discard pile of course. And you really have to think it helps you to get those cards into your deck, because you're potentially making your next turn $7 instead of $8, which could lose you the game. If you have less than $7, you're hurting your next turn even more. So the situation where you should buy Annex seems very rare. Is there something I'm not seeing, some other use for it?
Triumph also seems very limited. I have seen Triumph used like two times, but then it was to very good effect. Also, that was in two different games. So Triumph was good overall in those games, not just once in a game like Annex.
The other one is Ritual. I get the concept here I think. Trash high cost cards, get VP, then trash the Curses later. The other more rare case would be in the endgame, you buy it if you have exactly $7 to trash a gold for 6 VP and a Curse, or if you have $4 and some other expensive card. But I have still not experienced anybody ever buying it I think. (Unlike Defiled Shrine, you have to trash a good card, and it costs $4 instead of $0.)