This applies to businesses too, not just the armed forces. Here in the US, I'd bet you many businesses, even those that have some measure of emergency disaster preparedness, had not made any plans around a plague disrupting their China-originated supply lines, much less that same plague hitting this continent. But some had. I can't find the link ATM, but a month or so ago, there was an article here on HN, about how a grocery chain in Texas had managed to keep their stores stocked and their supply chains running, in part because they had gamed out a pandemic scenario and made plans accordingly. Some businesses in my have area managed to become (more-fully) operational sooner than others as local COVID-related restrictions have been eased. And others are still completely shut down, even though they could start operating partially again under the current restrictions. Dollars to donuts, I'll bet the many of former had gamed out pandemic or similar scenarios, and planned accordingly, while many of the latter had not.
To be fair, Americans and/or pro-US Texans and/or pro-US “filibusters” fought wars in and opposite one or another Mexican regime (sometimes alongside a competing Mexican regime, as in a war between the Mexican Republic and the Empire of Mexico) in the 1810s, 1820s, 1830s, 1840s, 1850s, 1860s, 1900s, and 1910s.
So, having military contingency plans for invading Mexico in the 1930s wasn't unreasonable, and not just as some kind of abstract exercise.
(Those snooty Australians lording their continent over us, we'll show them.)
Think about it, would it be better for the US military (not to mention the world) to spend it's money on training simulations to improve officer quality, or actual drones and bombs being used in actual wars? Scenario 1, IMHO, is much better for humanity.
EDIT: In terms of war plans the pentagon most likely has, there's the obvious war plans against North Korea, Russia, China, and Iran. I'd expect there to be several variations of each of those: like one for rebuffing a Chinese invasion of Taiwan, another for a naval conflict in the South China sea, the North Korean war plans probably have different variants depending on whether or not China supports North Korea, etc. Probably some for interventions in various world hot spots: Syria, Libya, Ukraine, Somalia, Venezuela, Yemen, Sudan, the DRC, maybe the Gaza strip. And those plans would likely also have several variations based on the scale, from a couple special forces operations and an airstrike to a few peacekeeping troops to a full invasion involving multiple carrier groups and multiple divisions. In terms of far-fetched ones, I'd expect at least one preparing involving the breakup of NATO, like two NATO members going to war. One case where it's a NATO member attacking the US, another where two other NATO states go to war and the US tries to negotiate a peace, and maybe one where it's an all out civil war where each NATO member picks a side. Invasion plans for any of the US allies where the relationship is complicated or strained: Saudi Arabia, Bahrain, and Turkey off the top of my head. Oh, and invasion plans for anywhere that control major sea lanes: Indonesia, Malaysia, Singapore, the Philippines, Panama, Egypt
Canada and Mexico may still have some plans, but the US's primary strategy is just to ensure an anti-US regime can never get power. So more the CIA's area.