I'm a big fan of Ken Follett's historical novels, and although I find the Century trilogy kinda jarring (it's very obvious the author is a social democrat who just doesn't like communism) his Kingsbridge series was absolutely awesome.
Kingsbridge is a fictional town in England, with the books in the series each following several characters throughout their life in a certain time period. First book was 1100s, then 1300s, 1500s, 1700s and a prequel around 998.
Also the first book was filmed into a series called Pillars of the Earth.