The smallest scale of figures that I own are the diminutive 3mm figures. They come in a variety of ranges and are pretty easy to find. I am not sure who would be daring enough to try to paint an army.

Because of size, blocks of figures can be a real convenience but figures meant to be based individually are also available. The per figure price is relatively low so it is possible to assemble a massive looking army in a relatively small space. In fact, using a single block of 3mm figures on bases for a single larger scale figure should produce an army much closer in appearance to reality though who would want to undertake such a feat I could not guess.

On the negative side, detail is minimal and what there is, exaggerated. I imagine it might be possible to paint collar and cuffs in regimental colors but would not try it. Paints need to be kept thin for obvious reasons.

It certainly ranks as one of the most unusual scales available.