Also early Americas: Aztec, by Gary Jennings. (If you have a strong stomach. It is a very bloody book.)
Neal Stephenson’s Baroque Cycle covers 17th-Century Europe, America, India – much of the world, actually. And it’s more-or-less straight historical fiction with just a couple of fantasy elements thrown in. (And Sir Isaac Newton really was an alchemist, among other things, FWIW.) But, be warned, these three novels are really, really heavy, with ideas and details.
There’s the Flashman series by George MacDonald Fraser.
European . . . Try Raptor, also by Gary Jennings. Set in Europe in the Fifth Century, just at the fall of Rome. (Only novel I’ve ever read with a hermaphrodite protagonist.)