I’ve played a few!
Way back during Burning Wheel Classic (2004?) I played in a campaign in which we played agents of the Inquisition during the Hundred Years’ War.
A few years later I ran a campaign set in Galicia in the immediate aftermath of Roderic’s defeat by Tariq ibn Ziyad in 711 (and the subsequent end of the Visigothic kingdom).
When we were working on Burning Wheel Gold, Luke ran a campaign in which we played knights in Norman Sicily set right before the Holy Roman Empire’s conquest of the Kingdom of Sicily.
Finally, for several years I ran a campaign in which the players were the surviving members of a mercenary company that got wrecked in a private war in the immediate lead up to the Thirteen Years’ War. We started with the PCs finding each other in Danzig in 1454 and trying to round up other survivors. They wound up experiencing a number of battles and sieges, helped establish the groundwork for the Prussian Confederation and were influential in uncovering the conspiracy in Torunn.