GMs: Any shop-talk about running historical settings?

I'm kind of tinkering with a Western setting (not Weird-West or Fantasy-West, more historical than that without going full on 'recreation museum'), and I'd be interested to hear from GMs who adapt RL historical settings for game use.

One thing I try to do is make sure that it doesn't feel like everyone in the setting has read our modern history books. They're often (for instance) concerned about things that, IRL, didn't amount to anything, or are 'backing the wrong horse' and don't know it yet. I also keep an eye out for different angles or perspectives that you don't tend to see. That way it's less predictable.

I'd love to hear what you do. (Provided it's not, say "never run a historical setting", I can never run a campaign fine, as is. ;) )