Underbelly

Very interesting topic and I must admit that, as historical RPG fan, I had to deal with this issue more than I wished.
I have no idea if it might help somebody, I'm not yet used to this forum, but I will try to share an own tip. When I build a historical campaign, I use quite often a technique we use to call "Kagemusha" (after the Kurosawa movie). Yes, these historical campaigns are usually medieval japanese ones.

The basic idea is to be able to make subtle changes to history only if they are credible, if they add some fun to the story and - the main point - if there are an explanation to the fact that history remembers something else than what happened in the game. The key is to make these moments where history and story join again some climax of your adventures.

For example, an historical NPC dies in your game some years sooner than written in the history book. Thus, you risk that PC don't believe any more in your campaign. A good option to have your compaign going back the right way is to make one of youor PC take the role of the dead NPC and to create a story arc where he should make sure that everybody thinks he's the other guy. A political intrigue might be perfect.
This way, you might have easily a very exciting story arc in your campaign, and more involved PC because both the story becames more credible and you share a secret with them that nobody else in the worlds knows ;)

Another example might be if a specific NPC has to do something in the "storyline". The PCs might do the actual work and either have very good reason to make think the NPC made the job or be crossed by him and he gots all the kudo. For example, PC might actually set Old Roma on fire and make everybody think this weirdo of Nero did it (doesn't matter now if this is facts or legend).

Of course this is easier with historical games than with movie-inspired games, because in the movies, players actually see what happens. And thus the technique has to be compatible not only with a vague remember from elementary class but with the movie they saw several times and they're fan enough to play. But, it is still possible to a certain extent, for exemple, we had a Star Wars game not so long ago where the PCs (quite mature padawan with a NPC trainer) tried to avoid a rogue jedi to go to the Kamino planet. Of course, the PCs have no idea that will happen on Kamino but the players actually think he's seepho dias and he will create the clone army. But after a whole adventure, when they finally defeat him, they speak with the Kaminoan Prime and he asks the name of the trainer. The trainer, after some hesitation, waves his hand to the PCs to make sure to have them shut up, and answers by a fake name "seepho dias".

I'm not sure I am clear.