Doesn't matter whether it's fiction or non fiction. Pat Barker's trilogy about WW1absorbed me from beginning to end, and I wished I could talk about it to my father, who had fought in France.
My love affair with historical novels stretches over decades, and looking back, they began with what we call bodice rippers now. I remember on called The Border Lord. Of course it wasn't nearly as graphic as most are now, but it did have a studly guy & a bosomy gal in costume on the front.
When I discovered Dorothy Dunnett's Lymond series, I found a whole other kind of historical novel, full of richly described characters, real and fictional, and so much historical detail I was enthralled. When I first went to Edinburgh, I had t o go to St Giles Cathedral, just to see where Lymond and bad guy Gabriel fought their duel. Gabriel was indeed a villain unsurpassed.Her stand alone novel, about the real MacBeth, was an eye opener. Much as I love Shakespeare, he did a real hatchet job on a king who served Scotland well and is buried among the kings of Scotland in the Iona graveyard.
Cecelia Holland, Phillipa Gregory, Edith Pargeter are historical writers par excellence. Right now I'm waiting for William Dietrich's newest about Ethan Gage. Dietrich also wrote a fine book about Roman Britain : Hadrian's Wall. Bernard Cornwell has several series. I don't know how he does it.
History: the real thing: the list
Anything by Antonia Fraser, Carolly Erickson or Alison Weir
Simon Winchester's Krakatoa the Day the World Exploded
A Dance Called America by James Hunter
Georgiana Duchess of Devonshire.
and so on...