Basically I have Kingdom Come is the only one coming to mind (I think Witcher 3 is actually good for representing medieval times as well) and Assassin's Creed 3 and 4 for 1700s
I would like to get Company of Heroes and Sniper Elite 4 for WWII
Red Dead Redemption for western as well as Call of Juarez Gunslinger
A period that is not done enough is the 1600s. The wars in Europe and the conquering of the Americas
Common sense says it may not taste good, but it'll make a turd.