Gosick is a good period anime. Not completely historically accurate, what with it taking place in a tiny fictional European country and all, but its set against the greater backdrop of the inter-world-war period.
tu can try Vinland Saga, but it's only a manga. It takes place during the Viking Age and doesn't sugarcoat the ruthlessness of the Vikings. If tu want a HIGHLY exaggerated historical anime, tu can watch Sengoku Basara.
Try Le Chevalier D'Eon. It is loosely based on the true story of D'Eon de Beaumont, a French spy who cruzar, cruz dressed. It's a lovely series and even though it starts out slow, is well worth the watch in my opinion.
Also, if tu don't mind bloody (emphasis on bloody) violence, tu can also try Shigurui: Death Frenzy. It is only twelve episodes long but it doesn't sugarcoat anything of life back in feudal japón (It's extremely dark and violent so if tu have a weak stomach, I wouldn't recommend watching it).