I love historical fiction, and to me it shares a lot of similarities to fantasy and science fiction in that the characters inhabit a world that I, as the reader, do not. I love seeing the differences in culture and technology and ways of life. Here are some of my favorites from childhood. I'm also including books that take place significantly before my lifetime but aren't technically historical fiction because they were written by people who lived through the times. Soon I'll post another post of more modern historical fiction I've fallen in love with and older stories I've discovered since childhood.
Little House in the Big Woods (and others), by Laura Ingalls Wilder
Anne of Green Gables, by L. M. Montgomery (And the Emily of New Moon series)
Number the Stars, by Lois Lowry
The Island of the Blue Dolphins, by Scott O'Dell
Julie of the Wolves, by Jean Craighead George
The Master Puppeteer, by Katherine Patterson (and Of Nightingales that Weep and Jacob Have I Loved)
A Little Princess, by Francis Hodgson Burnett (and The Secret Garden)
The Slave Dancer, by Paula Fox
The True Confessions of Charlotte Doyle, by Avi
The Whipping Boy, by Sid Fleischman
The Boxcar Children by Gertrude Chandler Warner
The Reluctant Queen, by Molly Costain Haycroft (and other similar European monarchy books)
Escape from Warsaw, by Ian Serrailier