Historical Fantasy

A subgenre of Speculative Fiction, Historical Fantasy is similar to Urban Fantasy, except the setting will be a time and place in the past rather than modern times.

Historical fantasy novels will be set in an actually historic and geographic location on our own Earth. Although fantastic elements exist in the novel, these are implied not to have made it into the history books because of The Masquerade or else were dismissed as myth and superstition by more modern historians. Books of this type are typically Low Fantasy, since disguising the epic scope of High Fantasy to Muggles in a real world setting would be very implausible.

Alternately, the world may be obviously meant to be a real, historical place, but names may have been slightly changed and fantastic elements added. This is a subjective area, so please only add examples where a very clear parallel can be drawn between the real and fantasy world.

There can be some overlap with Alternate History if the fantastic elements are shown to have actually changed history as we know it. See also Historical Fiction for non-fantasy works. Gaslamp Fantasy and Medieval European Fantasy are subtropes.

Anime/Manga

 * The Mysterious Cities of Gold is set in the 16th century during Spain's exploration/exploitation of the New World, but with Lost Magitek.
 * Chrono Crusade is set in the 1920s in America, and features a nun-with-a-gun and the demon she's contracted to fighting demons and other supernatural threats. The manga also fits under Alternate History towards the end, but the anime makes a point of working in the 1981 Pope John Paul II assassination attempt into the finale of the show.
 * Sakura Taisen is 1920s Japan but with demons—it's also somewhat Alternate History, although the crazy steam technology doesn't seem to have affected the timeline much.
 * On that note, Inuyasha qualifies as well, since it's Sengoku-era Japan but with demons and magic, and yet the timeline appears to be unchanged.
 * Samurai Deeper Kyo is set in Sengoku Japan with a truckload of Functional Magic and Lensman Arms Race levels of new hidden powers coming to the forefront.
 * Baccano! injects alchemy (specifically, the Elixir of Life and homunculi) into the organized crime world of the 1930s.
 * Samurai Champloo has some minor fantastical elements, like the existence of ki. Zombies, however, are most likely mushroom-induced hallucinations.
 * Princess Mononoke
 * Blood: The Last Vampire largely takes place in a 1970s Japan that looks very much like the real world deal...except for the aforementioned vampires running around.
 * Gate Keepers likewise is set a bit further back, in 1969-70 Tokyo, with a dash of Alternate History. Aside from the Invaders and super powered heroes, it does manage to capture the real economic and social changes in Japan during that time.
 * Arguably due to the presence of Anthropomorphic Personifications, Axis Powers Hetalia would likely count as well. Especially in the way the Nations are presented in contrast to their citizens.

Literature

 * Jonathan Strange and Mr. Norrell by Susanna Clarke is set in Regency England, with The Fair Folk and magicians.
 * David Gemmell has a few series like this, one set in Ancient Greece around the time of Philip II and Alexander the Great, and another in Arthurian Britain. He's also got one set during the siege of Troy, though that one is presented in such a way that almost all of the supernatural things apart from Cassandra's precognition have obvious natural explanations.
 * Neil Gaiman's Stardust is an odd example, since most of the action takes place outside of historical England. The majority of the mystical parts are contained within the land beyond the wall. The wall is just a low stone wall running across the bottom of a village, which happens to contain a gate to the world that is spoken of in fairy tales. The part of England in that world is full of living stars and lightning smugglers. The real world, however, is so mundane that any part of the fairy realm that isn't at least partly from the real world would not survive the trip, turning into lifeless matter.
 * Tales of the Otori by Lian Hearn.
 * Sylvain Hotte's Darhan series takes place in the time of Genghis Khan.
 * Guy Gavriel Kay is a specialist of the variant, with Tigana an obvious stand in for Renaissance era Italy, The Lions of Al-Rassan for Spain at the time of the Reconquista, The Sarantine Mosaic for Byzantium, A Song for Arbonne for France at the time of the Albigenoise Crusade.
 * Mercedes Lackey's urban fantasies have a series of books in the same universe set in various time periods in Europe.
 * Mercedes Lackey and Eric Flint wrote the novels Shadow of the Lion and This Rough Magic, which are set in Venice in the 1530's but contain demons, elemental spirits, and Functional Magic.
 * Takashi Matsuoka's Cloud of Sparrows and Autumn Bridge are set in 19th century Japan, but some members of the Okumichi clan can see the future.
 * Colleen McCullough's novels set in Ancient Rome are all considered historical fiction, but feature a few ambiguous fantastical elements such as various prophecies coming true and omens almost always being accurate.
 * Acurate prophecies and omens are fairly common in "realist" fiction, and frequently are not considered fantastical elements. After all, lots of people in the real world believes those things to be true. It should also be noted that the Romans themselves placed great stock in fortunetelling and divination.
 * Naomi Novik's Temeraire series is set during the Napoleonic wars ... with dragons as air support!
 * The books in Anne Rice's Vampire cycle that are set in the past qualify since they are depictions of history - except with vampires.
 * The same is true of the Vampire Plagues series.
 * Caroline Stevermer's Scholarly Magics series is set in an Alternate History early twentieth century with Functional Magic.
 * Patricia C. Wrede and Caroline Stevermer's Sorcery and Cecelia and its sequels (Regency England, but with mages!). Also, Patricia C. Wrede's Mairelon the Magician and Magician's Ward.
 * Megan Whalen Turner's The Queen's Thief series is an interesting case. It's set somewhere on the Mediterranean in a culture that's heavily Byzantine, but the countries mentioned are entirely fictional. Turner goes to great pains to make the story feel like real historical fiction. The fantasy comes from the highly active pantheon of gods directing events.
 * Most of Andrzej Sapkowski's newer, post-Witcher works fall into this cathegory, including the "Hussite Trilogy", a series of Historical Fantasy adventure novels taking place in 15. century Silesia and the Kingdom of Bohemia during the time of the Hussite Wars...
 * Tall Tale America: a retelling of American history, but focusing less on tariffs and more on people digging the Grand Canyon with their bare hands.
 * Devil's Tower and Devil's Engine by Mark Sumner: A combination of the fantasy and western genres. The Battle of Shiloh released magic into the world. A generation later the United States and the Confederacy are confined to the east and the western half of the country is broken up into isolated communities run by sheriffs who've mastered some magical powers.
 * Abraham Lincoln: Vampire Hunter
 * And Queen Victoria: Demon Hunter
 * And King Henry VIII: Wolfman
 * And Dawn of the Dreadfuls
 * And Pride & Prejudice & Zombies
 * And Dreadfully Ever After
 * And Sense & Sensibility & Sea Monsters
 * The Strangely Beautiful Series involves the guard facing off against Hades, the ruler of the whisper world, during the Victorian era.
 * Shades of Milk and Honey: Mary Robinette Kowal's sweet evocation of Jane Austen and her own art of puppetry (recast as the magic of illusions). Quietly focused on characterization and a slow-burn romance, but with the magical talents an integral, trivial yet all-pervasive force, building to a quite exciting climax.
 * It is Regency England with Magic!.
 * The Magicians And Mrs Quent: a somewhat barefaced hodgepodge of Jane Austen, Charles Dickens, Henry James, Jane Eyre, and a couple other 19th century British greats, set in a parallel universe with a really odd sun cycle where magic provides a rationale for some of the gender roles that century is famous for. Clearly evoking the kind of Regency England fantasy Susannah Clarke achieved, but with considerably less subtlety, grace, or prose style.
 * Paul Kearney's Macht Trilogy. The first novel, The Ten Thousand  retells Xenophon's Anabasis; the remaining novels, Corvus and Kings of Morning, loosely follow the life of Alexander the Great.
 * Marie Brennan's Onyx Court series recounts the secret history of London and the faeries living beneath it, from Elizabethan times through the Victorian era.
 * Modern retellings of the Arthurian mythos often overlap with Historical Fiction to show the writer's version of the "true story" behind the legend. These are set in a more or less historical Europe in the Dark Ages (or The Low Middle Ages) instead of the fantasyland Europe of Chivalric Romance, usually depicted as High Middle Ages. These may trade the glittering castles and knights in shining plate armor for wooden hill-forts and horsemen in leather and chain mail. But magic and other fantastic elements may remain, thus falling under this trope. Other retellings (listed under Demythtification) play it straight and omit all fantastic elements.
 * Gillian Bradshaw's Down the Long Wind trilogy. The fantasy elements are strongest in the first book, wherein Gwalchmai (Gawain) receives Caledfwlch from the Celtic Otherworld and opposes the Dark sorcery of his mother Morgause as a servant of the Light. These elements are less pronounced in the sequels - possibly because of different narrators in each book: Gwalchmai, then his Teen Sidekick or "squire", then Gwynhwyfar (Guinevere).
 * Stephen R. Lawhead's Pendragon Cycle series contains virtually no "flashy" magic like spell-casting, etc. But Merlin is descended from Atlanteans, who are treated like Tolkien's Elves - including their longevity and application of magic.
 * Joan Wolf's The Road to Avalon has no magical elements except for Arthur and Morgan le Fay (portrayed as Arthur's true love) sharing a telepathic link. Merlin is a Roman-trained engineer.
 * Courtway Jones' In the Shadow of the Oak King similarly strips out the magic except for making Arthur and his half-brother Pelleas telepaths. Pelleas also bonds with a pack of wolves. Merlin is a blacksmith and general wise man.
 * The Warlord Chronicles trilogy by Bernard Cornwell takes the Maybe Magic, Maybe Mundane route for the first two books, but the waters get muddy in the third book due to some Contrived Coincidences. It also has an Unreliable Narrator.
 * David Gemmell's Ghost King and The Last Stone of Power, much more akin to "fantasy" than "historical" fiction though they're set in post-Roman Britain.
 * Gwenhwyfar: The White Spirit by Mercedes Lackey.
 * Mad Merlin by J. Robert King and its sequels.
 * The Coming of the King by Nikolai Tolstoy.
 * The Arthor series by A. A. Attanasio.
 * The Mists of Avalon by Marion Zimmer Bradley. It has a series of prequels set in Britain co-authored with, and then (after Bradley's death) solely written by, Diana L. Paxson.
 * The White Raven, a retelling of Tristan and Isolde by Diana L. Paxson. Followed by The Hallowed Isle series, her own retelling of the Arthurian legends.
 * Ragnar Lodbrok and His Sons, a 13th century saga that mixes history and fantasy in its portrayal of the 9th century Viking Age.
 * The Hammer and the Cross series by Harry Harrison and Tolkien scholar Tom Shippey (as "John Holm") is set in an Alternate History 9th century England. It also features the above characters.
 * Child of the Eagle by Esther Friesner. Venus appears to Marcus Brutus and convinces him to thwart the assassination of Julius Caesar.
 * Forgotten Gods has The Fair Folk returning 18th century Britain.
 * Those Who Hunt the Night and its sequels, by Barbara Hambly, features vampires in The Edwardian Era.
 * The Cats of Seroster by Robert Westall is set in a fairly realistic version of 16th Century France, with the tactics, weaponry and technology of the era preserved intact. It's just that there also happen to be telepathic cats and mystical knives that grant immortality to the wielder.
 * The Cardinal's Blades series by Pierre Pevel is Alexandre Dumas with dragons and dragon-kin, and also a Perspective Flip since the heroes are agents of Richelieu.

Live Action TV

 * Carnivale: Fantastic things happened during The Great Depression.
 * Young Blades: The Musketeers during the time of Louis XIV, and Cardinal Mazarin is the leader of an evil magical cult.

Film

 * Highlander
 * Sleepy Hollow
 * Pirates of the Caribbean was set in a loose early 18th century setting until the 4th movie set the year in 1750 and introduced historical characters such as Blackbeard, George II of Britain and Ferdinand VI of Spain.
 * Indiana Jones
 * Anastasia

Role Play

 * Marked RP

Video Games

 * Devil Summoner: Raidou Kuzunoha vs. the Soulless Army and it's sequel are set in Taisho-era Japan, and well, you play as a devil summoner. You summon demons.
 * The Shadow Hearts trilogy is set around and after World War I. You even get to recruit Princess Anastasia Romanov as a party member in Covenant, and meet historical figures like Al Capone in From The New World.
 * Onimusha follows a semi-historical person (Hidemitsu Samanosuke Akechi is based on a real person, but very loosely) in games one and three, and a heavily fictionalized Yagyu Jubei in the second. Oda Nobunaga was obviously real, although not fueled by demons in real life.

Tabletop RPG

 * Ars Magica
 * White Wolf's Old World of Darkness features a detailed alternate history of the world, in which powerful supernatural forces rage behind the scenes of most major historical events.

Comics

 * Defoe follows a motley group of adventurers as they fight zombie hordes in the 17th century.

Web Comics

 * Mayonaka Densha follows the adventures of a British-Japanese girl named Hatsune Rondo who is transported back from modern day Japan to Victorian London of 1888 and ends up joining the Baker Street Irregulars to fight against Jack the Ripper and many other criminals of London.