I'm too lazy to add cover images or links.
I'm mostly going to offer YA historical in this post, with an Agatha Christie thrown in because every list needs at least one Christie. Even the historical list!
Christie, Agatha: Death Comes As The End. So, this isn't all that good, but it was Christie's sole foray into historical mysteries and, for Christie fans especially, is an interesting look at how she transfers her customary plot devices into a historical setting. In addition, the history isn't too bad - Christie was married to an archaeologist and was fascinated by other cultures, and it shows in her setting.
Sepetys, Ruta: Out of the Easy and Salt to the Sea. Sepetys writes well-done YA historical fiction. Out of the Easy is set in New Orleans, in the 1950's, and was the first book by Sepetys that I read. Salt to the Sea is set during WWII and tackles the torpedoing of the ship Wilhelm Gustloff, which resulted in the death of an estimated 9400 people. I have not read her other WWII book, Between Shades of Gray.
Winters, Cat: In the Shadow of Blackbirds, The Cure for Dreaming, The Univited, Yesternight. Cat Winters writes intriguing YA historical fiction with magical realism undertones. In the Shadow of Blackbirds is set during the Spanish Influenza of 1918, and is my favorite of all that I've read; The Cure for Dreaming is set in turn of the century Oregon, and has strong (and wonderful) feminist overtones; The Uninvited is also set in 1918 and is a bit of ghost story. Yesternight is the weakest of all that I've read, set in 1925 Oregon. As you might have guessed, Winters is a local author to me. I have not read Odd and True or The Steep and Thorny Way, although I own both of them. As an aside, any book by Winters would be GREAT for Halloween bingo!
Donnelly, Jennifer: A Northern Light and Revolution. A Northern Light is set in 1906, and tackles the same murder that inspired Theodore Dreiser's An American Tragedy, which was adapted for film as A Place in the Sun starring a young, gorgeous Elizabeth Taylor. Revolution is a dual narrative, one set in contemporary Paris, the other during the French Revolution.
Donnelly also has a multigenerational trilogy of adult historical fiction titled The Tea Rose, The Winter Rose and The Wild Rose that are also quite entertaining. The Tea Rose is the best of the three, and begins in London, 1888. The series ends with WWI in The Wild Rose, which is not as good as the other two.
Salerni, Dianne: The Caged Graves. This is the only book I've read by Salerni, and it's a winner. It's set in 1867, in Catawissa, PA, and was inspired by a pair of real "caged graves" in Catawissa.
Berry, Julie: The Passion of Dolssa. Set in Provence in 1241, it's about a young woman with mystic religious experiences being hunted as a heretic by a vengeful friar. This book blew me away.
Ibbotson, Eva: A Countess Below Stairs. Ibbotson is actually probably best known for her MG fantasy, including Which Witch. She also wrote a small series of teen historical romance, which included A Countess Below Stairs, set in the immediate aftermath of the Russian Revolution; A Company of Swans, set in 1912 Cambridge, England; The Reluctant Heiress, 1922 Vienna; and The Morning Gift, WWII Vienna/London. These are light reading, perfect for a teen looking for a charming historical romance. I read them as an adult and enjoyed them in the same way that I enjoy a Harlequin romance traditional regency or a box of really delicious chocolates - not deep, but easy and fun.
Alexander, Lloyd: The Chronicles of Prydain: so, I'm on the fence about whether this qualifies since Prydain is a fictional place. However, Alexander based Prydain on historical Wales, and the entire series is based on the Mabinogian, so I'm offering it. Let me know if you think that it's too far out for inclusion. First book is The Book of Three.
I also concur with the following that are already on the list: Elizabeth Wein (Code Name Verity & Rose Under Fire); T.H. White's Once and Future King; Mary Stewart's Merlin series.
That's enough for now! I'll come back with more.