If you've never read it, The Prague Cemetery is weird in that it's a novel in which only the protagonist is fictional. Everybody he encounters and everybody he talks to is an actual historical figure. Or well, everybody meaningful, not every bellhop and bartender. Every news article and every speech that is mentioned was really printed or did really happen. You could almost say that he does the Forrest Gump thing in a way – he documents actual history and just has this one guy, the protagonist, be the catalyst for everything behind the scenes. It's like Eco went through history with a needle and thread, weaving this fictional figure into the existing and complex tapestry of real people and political movements.
I don't know if there's a name for this sort of writing and I don't know if anyone beside Eco was ever crazy enough to attempt it, but I am in awe of the sheer scope and ambition of this project. The Moor's Account by Laila Lalami is comparable in a way, but she was working in a setting were historical records are really sparse. Eco wove his story into the meticulously documented landscape of late 19th century Europe, where there isn't much white space to make up protagonists in. Are there other examples of this kind of story, in other periods maybe?
by ksarlathotep
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Its not exactly the same thing because there’s time travel, but Connie Willis’s Blackout/All Clear duology has the main characters encountering quite a few real people as they attempt to escape World War II and get back to their own time. I found the meticulous way in which it was researched to bebquite compelling- I remember remarking as I was reading it that it felt more like historical fiction than science fiction.