I was recently introduced to Rhys Bowen’s Molly Murphy mystery series. The series starts with the main character fleeing Ireland and coming through Ellis Island into NY around 1900. The accounts of the landlord system in Ireland, the cramped quarters of steerage, and the confusing passage through Ellis Island is in line with what I have read about those. The second book delves more into life in New York at the turn of the 20th century–again in line with what I have read, although I am not an expert in this time period.
I find reading these mysteries more fun than reading straight history books. I also find that due to the liberties of character development allowed in fiction that are not allowed in non-fiction, that I can get a better feel of the times and the characters come to life.
While I am certainly not recommending that historical fiction replace academic research and primary source research, I do think that well-written and well-research historical fiction can give us a window into the time period that may not be available from primary source or academic research.
What are your favorite historical fiction authors?
bridgingthepast.com 
I have recently started reading a series set in a San Francisco boarding house in 1879. I have relatives to migrated there in 1868 from Massachusetts. When I checked the author’s website, I found she has a doctorate in history and her doctoral dissertation was on late nineteenth century western working women. She also has a great section on her website about Victorian San Francisco. Reading her books has helped me fill in some details of daily life.
I could not begin to list favorite historical authors, but I was reading them before I began to be actively involved in genealogy. I may have learned to check multiple sources from these authors, because I often find myself verifying some of the background portrayed in these romances and mysteries.
I agree with you that this type of fiction helps to make the different centuries and countries come alive, making our genealogical searches more “immediate” and more vivid then those periods would be from the bare facts.
Thank you for calling this to my consciousness.