What about Heart of Darkness
? It doesn't involve any major historical characters, but is historically accurate and arguably involves historically important events.
Also, Ismail Kadare's The Successor
- though the answer to the real historical mystery is fiction, it is based on true events. It's about the death of the designated successor of Albania's first Communist dictator (a suicide according to the regime, but more than a little suspicious - it starts out with the tone of a political thriller, but gradually transitions to become basically horror). It includes the memorable line, by an architect: "Regimes change, as do customs and cathedrals, but crimes are ever the same." Kadare's The Pyramid
might also count, though I'm not sure how well-researched it is (it's set during Cheops' reign, and the central idea is that the pyramid is, at heart, a means of breaking the will of an entire generation and showcasing the Pharaoh's unlimited, despotic power). At any rate, one feels that that's exactly what the construction of the pyramids must've been like . the deaths, the oppression, the brutality, the men crushed under the stones.
I should probably specify more about the context of my earlier recommendations:
Vargas Llosa's The War of the End of the World - definitely among the best, if not the best, Latin American novel I've read. The War of the End of the World
The Feast of the Goat by the same author.
Augusto Roa Bastos' I, The Supreme - both surreal and based on historical fact (it even interweaves fantasy and real historical documents), somewhat like a series of nightmares with a common theme of absolute power. You probably need a basic grasp of Paraguayan history, though.
is based on a real rebellion in 19th century Brazil of an essentially fundamentalist character (though also a genuine lower class revolt against a thoroughly corrupt, undemocratic, remote authority), not long after the fall of the monarchy. It's very thoroughly researched and features characters, based on real people, such as an idealist who believes the death penalty is the only punishment that makes any sense. The Feast of the Goat
is about the latter days, and fall, of the Trujillo dictatorship in the Dominican Republic. I, The Supreme
is about Paraguay's founding dictator, and is at once thoroughly researched and magical realism. The regime, led by a highly educated civilian, was unusual in both its truly medieval ferocity (think heads on stakes) and in how thoroughly it subdued other centers of power (including the Church, the military and the landowners).