Now the only thing that really came to mind for me was Grave of The Fireflies 
but I did find an article here that has animes set in historical time periods and I’ve never seen most of these but maybe you guys have? 
So, Grave of The Fireflies is a Studio Ghibli film which is set at the end of WW2 I think
There are plenty I can think of that contain fictional historical events like FMA Brotherhood.
Anyway @AnimeNerds can you think of any?
WHOA! That looks really good, like a really interesting take on the history of war. Super cute too. I wanna see this now.
Bring tissues if you do 
Yeah, I guessed it was a sad one.
VINLAND SAGA! It’s great! It’s about Vikings in the 1000’s, and it’s great.
Demon Slayer is based in the…Edo period?? I’m probably wrong, but I do know it’s the late 1800’s. Let me make sure.
My bad. It’s the Taisho period. July 30, 1912 to December 25, 1926.
The Rose of Versailles. It’s quite old, but the story is pretty good. The events of the story were set before and during the French Revolution. It includes both historical (Marie Antoinette) and fictional characters (Oscar de Jarjayes) as the main drivers of the story. It has heavy court drama, a bit of sword fights, and of course, romance.
