The series "The Last Kingdom" is based on the books by Bernard Cornwell. He also wrote the "Sharpe" books, which were adapted to several TV films (starring Sean Bean). They're set around the Napoleonic Wars, with some of them in India.
Hornblower is decent as well.
There have been loads of TV series made in the UK set in India, Kenya and other parts of the Empire. Funnily enough they tend to avoid mentioning the brutality of the British in dealing with the locals e.g.