I think the poll has most of the ones I’d recommend (I just added Lost New York since that sounds cool!)
Beyond those, there’s also Song of the Mockingbird, which is action-oriented rather than exploration focused but seems well researched. I think you’ve been following the Jigsaw Let’s Play, but that’s another obvious one (Curses too for that matter, maybe?)
As you well know, The Eleusinian Miseries is scrupulously historical. I also have a couple of WIP that would fall under this category, and I’m hoping to get at least one of them out this year…
EDIT: on the non-IF front and apropos of Lost New York, Emma Goldman is a major character in Ragtime, a very good piece of historical fiction that I think also got turned into a musical; the seminal book on Robert Moses is The Power Broker by Robert Caro, who’s also writing a monumental multi-volume biography of LBJ (the Caro is one volume, but it’s like 1000 pages – riveting throughout, though!)