Here's a list of all the historical fantasies and alternate histories I've reviewed (although some of these "reviews" were written ages ago, and were not as detailed/thoughtful etc. as those I write nowadays). I'm not including the time travel books, because they have their own page.
I found, as I pulled this list together, that "historical fantasy" is blurrier than I had thought. I've tried to keep this list confined to "historical fiction set in our world with magical elements," but other things--alternate histories, fantasies that seem like they are set in the past of our world, but not definitivly--crept on. However, I did exclude a number of "medivalish" fantasies that don't specifically take place in real history, which was painful, but necessary. I had to use the 19th century as a reasonable default for some books that don't clearly say when they are, which I couldn't help. Please let me know if you see problems or mistakes, and please feel free to send me recommendations for more!
I've put loose age recommendations in -- mg = middle grade, ages 9-12, ya = young adult, ages 12 and up, and adult is what it is.
Ancient Greece
Dark of the Moon, by Tracy Barrett ya
King of Ithaca, by Tracy Barrett mg/ya
The Pig Scrolls, and The Pig Who Saved the World, by Paul Shipton mg
The Oracle Betrayed, by Catherine Fisher mg/ya
Dark Ages/Early Medieval, Europe and Africa
Between the Forest and the Hills, by Ann Lawrence (early Christian Britain) mg/ya/adult
Bloodline Rising, by Katy Moran (primarily Anglo-Saxon England) ya
Chronicles of the Red King: The Secret Kingdom, by Jenny Nimmo mg
The Coming of the Dragon, by Rebecca Barnhouse (Beowulf) mg/ya
The Empty Kingdom, by Elizabeth Wein (arguable not fantasy, just alternte history) mg/ya
The Hawk of May, by Ann Lawrence ya
The Humming of Numbers, by Joni Sensel (early Medieval Ireland) ya
Icefall, by Matthew Kirby (Vikings) mg
The Ring of Solomon, by Jonathan Stroud mg/ya
Twighlight of Avalon, by Anna Elliott (Authurian) adult
Mesoamerica, pre-contact
Sea of the Dead, by Julia Durango (another that's more alternate history than fantasy) mg
The European Middle Ages (generously defined)
By These Ten Bones, by Clare Dunkle ya
The Crowfield Curse, and The Crowfield Demon, by Pat Walsh mg
The Good Little Devil, by Ann Lawrence mg
No Such Thing as Dragons, by Philip Reeve mg
The Princess Curse, by Merrie Haskell mg/ya
The Shadow Hunt, by Katherine Langrishmg
Tom Ass, by Ann Lawrence mg
Troll Fell, by Katherine Langrish mg
Historic Japan
Little Sister, and The Heavenward Path, by Kara Delkey ya
Moonshadow: Rise of the Ninja, by Simon Higgins mg
Historic South and Central Asia
The Conch Bearer, by Chitra Banerjee Divakaruni mg
I Rode A Horse of Milk White Jade, by Diane Lee Wilson mg
The Silver Anklet, by Mahtab Narsimhan mg
Tiger Moon, by Antonia Michaelis ya
Toads and Diamonds, by Heather Tomlinson ya
Renaissance Europe
The Celesital Globe, and The Jewel of the Kalderash, by Marie Rutkoski (I've yet to review the first book, The Cabinet of Wonders) mg (Elizabethan alchemy)
Hammer of Witches, by Shana Mlawski mg/ya (Inquisition-era Spain, Columbus)
The Queen Elizabeth Story, by Rosemary Sutcliff mg
Regency England
The Bewitching Season, by Marissa Doyle ya
Magic Below Stairs, by Caroline Stevermer mg
Renegade Magic, and Stolen Magic, by Stephanie Burgis mg
Other 19th Century Europe (to the best of my reckoning)
The Cheshire Cheese Cat, by Carmen Agra Deedy and Randall Wright mg
The Grey Horse, by R.A. MacAvoy ya
The House of Dead Maids, by Clare Dunkle ya
The Little White Horse, by Elizabeth Goudge mg
Ludo and the Star Horse, by Mary Stewart mg
Magic Under Glass, by Jaclyn Dolamore ya
The Museum of Mary Child, by Cassandra Golds mg
The Old Country, by Mordicai Gerstein mg
Plain Kate, by Erin Bow ya
Secrets at Sea, by Richard Peck mg
Splendors and Glooms, by Laura Amy Schiltz mg
The Toymaker, by Jeremy de Quidt mg
The Valley of Song, by Elizabeth Goudge mg
The Wicked Enchantment, by Margot Benary-Isbert mg
19th Century America, or alternate Americas
The Broken Lands, by Kate Milford ya
The Inquisitor's Apprentice, by Chris Moriarty mg/ya
The Thirteenth Child, by Patricia Wrede ya
First half of the 20th century
The Atomic Weight of Secrets, by Eden Unger Bowditch mg
The Aviary, by Kathleen O'Dell mg
The Diviners, by Libba Bray, ya
Dreamhunter, by Elizabeth Knox ya
Dust Girl, by Sarah Zettel mg/ya
The Explosionist, and Invisible Things, by Jenny Davidson ya
The Giant-Slayer, by Iain Lawrence mg
Leviathan, by Scott Westerfeld mg/ya
The Scarlet Stockings, by Charlotte Kandel mg