The closest thing to a historical game I've played was probably Chivalry & Sorcery. The authors drew heavily (and deliberately) on historical material to model the economic, social, and even magical elements. But it was still a fantasy game in the end. The main book (I don't think they'd invented the term "core rule book" yet) covered the classic medieval European milieu. FGU soon published a book for the viking and mongol worlds. Later, Lee Gold (of Alarums & Excursions fame) did a brilliant "core book" based on feudal Japan.
In high school I was also briefly introduced to the semi-RPG En Garde, a Three Musketeers style game. I liked some of the concepts, but it would need some extra house rules to work as a full RPG. Actually it would probably work well as a "down time" supplement to something else.
Overall I'm not really keen on properly historical games because I've studied history for so long that it has a "been there, read that" feel to it now. That's why I tend towards fantasy, or occult, or sci-fi these days.