Hi Morelyn and welcome to the forum
excluding DLC there is the Western Campaign which isn't the entire war in the west, but starts in Late Feb. '62 and runs 24 turns until late Feb. '63, and Sibley's New Mexico Campaign, which is only the Far West and goes from early Jan. '62 until early Feb. '63 for 26 turns, but I don't know of any campaigns which go the entire war in just one theater.
In the DLC there is the Eastern Campaign, which starts late Feb. '62 and runs until the end of '66, or until one side loses per sudden-death (loss per NM loss or NM win), whichever comes first.
The DLC also contains the '62 Campaign, which runs in the same time-frame, but uses the entire map. There are also the '63 and a '64 Campaigns covering the entire map, plus the Gettysburg and Atlanta Campaigns, which run a limited number of turns.
But I don't know of any campaigns that run the entire war, but only in one theater.