History is a natural magnet for fantasy writers, and readers, judging by its vast popularity. Historical fantasy differs from time travel and alternate universe stuff in that the fantasy is superimposed upon real historical events.

Often, the lure is to take the myths and legends of a time and place, and make them live amongst the human lives the historian and archaeologist has preserved or reconstructed. In many ways, it sees the world as people of those times would have seen it: things lurking in the midnight woods, and wonders in sunbeams.

• The Broken Sword by Poul Anderson
• Territory, by Emma Bull
• Traitor to the Crown: The Patriot Witch by C. C. Finlay, which could also be classed alternate history
• Those Who Hunt the Night and Traveling With the Dead by Barbara Hambly are dark historical fantasies
• Druids, by Josh Langston and Barbara Galler-Smith
• Le Mort d'Arthur by Sir Thomas Mallory. This was probably the first great historical fantasy, since Mallory wove all the earlier chansons de geste into one wildly romantic and fantastical tale of a half-remembered king.
• The Temeraire series by Naomi Novik, dropping a dragon into the Napoleonic Wars:

His Majesty's Dragon
Throne of Jade
Black Powder War
Empire of Ivory
Victory of Eagles
Tongues of Serpents

• The Crystal Cave, The Hollow Hills, The Last Enchantment and The Wicked Day by Mary Stewart
• The Day of the Minotaur, Green Phoenix, How Are the Mighty Fallen, The Not-World, The Forest of Forever, Wolfwinter, The Weirwoods and most anything else by Thomas Burnett Swan
• Lincoln's Dreams by Connie Willis, which is somewhat unclassifiable but very much wrapped in history

You can purchase Historical Fantasy titles at the Other Worlds Bookstore.