Definitely the Agony and the Ecstasy (about Michelangelo). Still think about it 20 years later.

All of Sharon Kay Penman. I would start with Here Be Dragons and read them in the order published rather than the chronological order of the stories.

Hilary Mantels' Wolf Hall trilogy (Tudors) and her book Place of Greater Safety (french revolution).

Herman Wouk's WWII historical fiction - War and Remembrance and The Winds of War.

The Children's blizzard by Melanie Benjamin

Women of Copper Country by Mary Doria Russell

Kate Quinn

Her books are so incredible.

Patrick O'Brian's Aubrey/Maturin series.

Homegoing by Yaa Gyasi
Violeta by Isabel Allende
Sigga of Reykjavik
Cane River by Lalitha Tademy

Just read The Art Thief by Michael Finkle (spelling may be off). Riveting but pure history, no fiction.

Recently - the Nightingale

I enjoyed The Mercies, a novel based on the witch trials in Norway in the 1600s. By Kiran Millwood Hargrave. There is a Louise Bourgeois sculpture on the island memorializing the victims.

https://www.npr.org/2020/02/06/803098155/the-mercies-is-a-spark-of-light-on-a-bleak-shore

Not sure it's a favorite, but I read Sherry Thomas' NOT QUITE A HUSBAND, a historical romance set during the British Raj, and it was quite interesting

The Aubrey and Maturin series by Patrick O’Brien! (The movie master and commander was based on one of the books.) they’re really great (and I’m a woman and not a sailing buff.)

Robert Harris' trilogy on Cicero is beyond incredible.

I really liked The Other Boleyn Girl. I still routinely think about it.

I like reading historical fiction with a military bent.

- Anything by Bernard Cornwell, but especially the Saxon Tales series (what the TV show "The Last Kingdom" is based on)
- Michael Shaara "The Killer Angels"
- Jeff Shaara "To the Last Man: A Novel about the First World War
- Steven Pressfield "Gates of Fire"
- Mary Renault's "Alexander" (The Great) trilogy

I’m searching for some new reading material. Loved Ken Follett & Sarah Vowell who were both suggested here.

Any other favorites from fellow historical fiction lovers?