Edmund Blair Leighton (1853-1922) was a British genre painter all of whose paintings were set in the past.
Some in the Regency, which you see all the time on Jane Austen blogs: Signing the Register, My Next Door Neighbor, and Market Day.
Some in the Middle Ages: Stitching the Standard (1911), The Dedication (1908), and In Time of Peril.
Elaine (1899); quick, all you medieval buffs: who are these people?
Goodspeed (1900). As you can probably imagine, Leighton was not taken all that seriously as an artist in his own time, and in the 20th century he was scorned when not forgotten. But now he, like all sentimental Victorians, is back, and these are selling for amounts as high as $500,000.
And then there is this, unlike anything else of his I have seen: To the Unknown Land, 1911.