That's the most helpful thing ever :'DD

One more vote for Mount & Blade.

I have to mention "Knights of Honor".
Although it's not an RPG, it's probably the most historically accurate game I know, even including the music.

Americana Dawn

Looks very promising, sadly the kickstarter failed because people would rather throw excess millions at inane stuff like exloding kitten card games but it looks like the project got a Steam Greenlight so not all is lost:

Kickstarter:
https://www.kickstarter.com/projects/bitbonton/americana-dawn-historical-rpg

Steam Greenlight:
http://steamcommunity.com/sharedfiles/filedetails/?id=343291594

Hmm if it's just historical characters that OP is after then there's Ultima: World of Advetures 2 which features the chance to:

"Meet and learn about Sarah Berhardt, Nellie Bly, George Washington Carver, Marie Curie, Thomas Edison, Sigmund Freud, Emma Goldman, William Randolph Hearst, Vladimir Lenin, Grigori Rasputin, Theodore Roosevelt, Nikola Tesla, Mark Twain, H.G. Wells, and dozens more!"

But... like.. on a steampunk / Lumier Bros. trip to Mars!

Its here on GOG and free

http://www.gog.com/game/ultima_worlds_of_adventure_2_martian_dreams

Also Escape from Hell, which uses the Wasteland engine, features party members such as "Stalin, Genghis Khan, Hamlet, Mozart, and others"

http://www.mobygames.com/game/dos/escape-from-hell

But... like.. it's set in Hell, obviously!

:-)