There are small interesting data sets, for example in the archives of the Dutch east India company. http://resources.huygens.knaw.nl/das/EnglishIntro: This site presents tables which give a virtually complete survey of the direct shipping between the Netherlands and Asia between 1595-1795"
For larger data sets, it probably isn't that hard to find daily weather measurements stretching over a century or more.
Also, churches may have large data sets of births, deaths and marriages that can be mined.
In all cases, for historical data, I think the 'be mined' part will be more of a challenge than the software part (e.g. figuring out why more people from region X ended up on ships to Asia in years Y to Z)
http://www.infochimps.com/datasets
What other historical analyses have you worked on?