I recently came across a fantastic independent developer called Spiderweb Software. One of the first titles they put out is a historical/fantasy RPG called "Nethergate" and actually "they" is misleading in this case as these games are really the work of one talented developer, Jeff Vogel. The game takes place in ancient Britain during the Roman occupation and you play as a soldier in of two camps who stand in opposition to the other. You can choose to take the roman side as a legionnaire or oppose them as a Celtic warrior.
The game was recently updated with a later version of the game engine and relabeled "Nethergate: Resurrection" and is available for only $10!
While it does have elements of fantasy in it - I'm eager to experience the historical side of this game and plan to take it for a test spin soon. I've often thought a historical based RPG would be a great niche filler and this is about the closest I've seen so far.