Lots of games have used the past for settings.
Turning Point, FPS during (alternate) WW2 with the hitch that the Nazi's invaded America so you're in occupied New York.
Age of Empires, and 2, and 3....RTS games with historical armies. Ancient rome, middle ages, etc.
Empire earth, a Age of Empires like game (RTS) but instead of 4 or 4 era's, you had like 15 (Starting from stone age, going to present and even future)
Yeah WWII gets lots of play, of course the major advantage being you can easily paint one side as evil...not a lot of folks are gonna sympathize with them poor misunderstood genocidal nazi's.
Crimson skies, its a FPS/flight game (Arcade flight I guess) where that sorta seems like alternate 1930s/1940s
Vietnam has had a few games based in that era.
As mentioned, Civil war (a lot of strtegy Games I recall)
Sid Meires had some great ones, Railways (Where you're developing rail companies around 1900s and on), and Pirates, where you're a Pirate of the Carribean in the 1700s (Lots of fun I highly recommend)
The best though was "THE OREGON TRAIL". That was a Mac based Learning games (Lots of schools offered it on their lone computer) where you have to endure the hardships to travel west in teh 1800s. You had hunting, navigating the river, resource mgmt....