Both versions of World of Darkness (from White Wolf) have campaign settings on Earth, both around the present and in other times.
Shadowrun also comes to mind, as do several other game settings in which Earth is just a little bit different (both around the present and in other times).
As already mentioned, the World of Darkness games (Vampire, Werewolf, etc) are all urban fantasy/horror with heavy subversive alternate history ideas. So is the Dresden Files RPG from Evil Hat, based on the popular book series by Jim Butcher.
The Earthdawn setting takes place in pre-history and Plato's Atlantis is present as Thera, a global empire. It is connected to Shadowrun as the "Fourth World" to Shadowrun's "Sixth World".
Colonial Gothic from Rogue Games is an urban fantasy style "monsters in the darkness" setting but one that takes place during the American Revolution.
The motherload of historical fantasy is, perhaps not surprisingly, steampunkish/gaslight fantasy in origin. Among the games taking place in the Victorian time period are Victoriana from Cubicle 7, Space 1889 (now from Heliograph), Cthulhu by Gaslight from Chaosium, and Ghosts of Albion from Eden Studios.
Of course, I would suggest the award-winning Castle Falkenstein from R. Talsorian as the best of the best. It is an alternate Earth where magic (in the form of sorcery and faeries), history (Otto von Bismark is a major baddie), and fiction (Nemo is sailing the seas) meet in a beautifully evocative setting.
Disclaimer, though, I'm the current line developer for the Castle Falkenstein.
The default setting for gurps is Infinite Worlds, which is basically a heap of alternate Earths in parrallel universes (timelines) that have diverged from one another at different points in history. For example there is one timeline where the Roman Empire still exists. It is possible to travel between timelines using sophisticated parachronic technology.
You may be interested in the setting of Victoriana, which is a fantasy-steampunkish-London set in a fantasy version of the world. (Countries and geography are the same, but add in elves, orcs, dwarves and others. Oh, and magic.)
2nd edition AD&D had a series of Historical Reference Campaign Sourcebooks -- the "green books" -- that covered the Roman empire, ancient Greece, Vikings, Charlemagne, etc. Each of these had rules and setting material for playing adventures in that era -- weapons, spells, class "kits" (like PF archetypes), monsters, etc.
They're maybe not quite what you're looking for -- I gave mine away years ago (sigh), but if I recall they hewed pretty closely to "history" rather than "alternate history", though with the assumption that the monsters and magic appropriate to stories about that time exist. Looks like they're all available for PDF purchase, for the curious.
There's also the "Weird Wars" series of horror adventure sourcebooks for d20 and Savage Worlds. I've never played them, and I only know of Weird War II and Rome settings -- there may be others more fantasy-appropriate.
I believe this is what you're looking for.
I'm not sure why it's not here, but there it is. There's quite a bit for it. I've only picked up the world guide, and that was a while back. There are some maps out there for it, too, set at 1200, I believe-- that's actually gone MIA, from here. But they're pretty sharp, I pulled them a long time ago.
There's also Ars Magica's Mythic Europe setting (which is on Paizo's site, and for which I've written a few books). That's got the whole place spun up, but in Ars Magica's system. Honestly, though, once you've got the place and the setting material, you could do the mechanics without too much heartache. At least that's my opinion.
-Ben.