For some rather dense but extremely well written and interesting historical fiction with just a tinge of the fantastic, check out The Baroque Cycle by Neal Stephenson on Crytonomicron and Snow Crash fame. It's a trilogy and it's around 3,000 pages long but it's full of amazing real life and fictional characters and the story involves everything from politics to commerce, religion to the stock market, military strategy to code breaking, science to literature, and naval dealings to piracy all in the mid to late 1800s. It's really fascinating and makes for some terrific and absorbing reading. Plus it's set all over Europe (not to mention Africa, the Middle East, and South America as well as Asia) so it's good to read while on the continent. I read the first book in Cambridge where, unbeknownst to me, a good portion of the book is set.
