Oh! You know I really enjoyed the Lymond Chronicles by Dorothy Dunnett. (I’ve read the first two)
Any particular period or subject matter you’re interested in? Historical fiction is a wide genre, from romance (not my cup of tea) to Patrick O’Brien and Cornwell’s Sharpe novels (much more my speed).
Strong rec for the Aubrey Maturin series https://en.m.wikipedia.org/wiki/Aubrey–Maturin_series They’re the basis for the Master and Commander movie and they are way better than they have any right to be Also Cryptonomicon is like half historical fiction and it’s excellent
Some variety here; I prefer longer, classic books and I don't like fantasy much: Kristin Lavransdatter by Sigrid Undset (medieval Norway) Sword of Honor trilogy by Evelyn Waugh (British WWII) A Gentleman in Moscow by Amor Towles (Soviet Russia) Musashi (haven't read yet but it's on my list, Samurai)
This is also sci fi but 11/22/63 by steven king is my fav book of all time Basically about an American schoolteacher who goes back in time and tries to stop the assassination of jfk
Not fiction but written so well it might be is Tom Holland's series on the Roman empire, starting with Rubicon, about the end of the Roman Republic. Very focused on characters like Cesar, Crassus, Sulla, etc.
I'm a fan of Bernard Cornwell's work. The Saxon Saga was turned into Netflix's hit series The Last Kingdom (which I highly recommend and I was pleasantly surprised to see that Elon does too) https://www.bernardcornwell.net/books/
The Baroque Cycle by N. Stephenson If you like science, crypto, money (minting), and pirates and stuff It’s exploring the founders of the modern age focusing a lot on Newton and the Royal Society, and some fictional characters he inserts into his overall universe
Bernard Cornwell always gets my vote. His historical worlds always feel very lived-in.