Extremely common in Chinese period drama, and to a lesser extent in Korean Series (sageuk in particular) and Japanese Series (especially in taiga drama). Their historical accuracy varies wildly from "reasonably accurate" to "completely fictional".
Another Period, set in 1902, has seen appearances by the likes of Helen Keller, Mark Twain, Sigmund Freud, and Charles Ponzi - all of whom have risked getting sucked into the insanity of the Bellacourt clan.
Babylon Berlin, which is set in the twilight years of The Weimar Republic, features such Real Life personalities as German Foreign Minister and former Chancellor Gustav Stresemann, French Foreign Minister Aristide Briand, Berlin mayor Gustav Böß, "Buddha of criminal investigators" Ernst Gennat, and even Reichspräsident Paul von Hindenburg.
Charite is set in late 19th century Berlin and deals with the lives and medical research of some of the most famous German scientists of the time, such as Robert Koch, Emil Behring, Paul Ehrlich, and Rudolf Virchow. Minor characters include Arthur Conan Doyle.
The follow-up series Charité at War plays between 1943 and 1945, featuring Ferdinand Sauerbruch, his wife Margot and his son Peter, but also several more medics such as Adolphe Jung, Max de Crinis, and Georg Bessau, plus spy Fritz Kolbe. Smaller roles include resistance fighter Hans von Dohnanyi and his wife, the latter's father Karl Bonhoeffer, Max Planck, Magda Goebbels, and Claus Schenk Graf von Stauffenberg.
The classic Doctor Who series had a few scattered around as well, particularly in the First Doctor's era: Marco Polo, Kublai Khan, Maximilien Robespierre and Napoléon Bonaparte, Nero and Richard the Lionheart, Abraham Lincoln, Catherine de Medici, Doc Holliday and Wyatt Earp, just to name a few. The Fourth Doctor nearly met Leonardo da Vinci. The Fifth Doctor had a run in with King John (who turned out to be an android copy). The Sixth Doctor also ran into George Stephenson and H.G. Wells, while the Seventh Doctor had to deal with the Rani kidnapping Albert Einstein and Louis Pasteur. References to other famous figures of history were constantly dropped by each incarnation of the Doctor, although no real historical figures were actually depicted on screen between the various Tombstone characters in "The Gunfighters" (1966) and George Stephenson in "The Mark of the Rani" (1985).
Dr. Quinn, Medicine Woman: Black Kettle, General Custer, Walt Whitman, and a few other historical figures show up in the series.
Comes up in Highlander: The Series when Lord Byron turns out to be an Immortal and acquaintance of MacLeod's. Mary Shelley appears in the same episode, where it's revealed she was inspired to write Frankenstein after witnessing Lord Byron return to life following a Quickeningnote Byron took his opponent's head, but was mortally wounded during the fight.
The television adaptation of Horatio Hornblower doesn't have as many historical cameos as the books, but there are a few. Horatio's mentor, Captain Pellew, could have an interesting series done about his own life. (He also considers Horatio to be Like a Son to Me, making it unclear if the fictionalized version is meant to have the real Pellew's large family.) Hornblower takes part in the failed Quiberon Expedition, and General Charette is used as a character. The third series also includes Betsy and Jerome Bonaparte, who end up separated after Hornblower rescues them from a storm and the diplomatic service orders him to put Jerome ashore alone (rather than both of them reaching France and Betsy being refused entry, as happened in Real Life).
Ying Zheng, better known as Qin Shi Huangdi, is the most famous character in the series. His historical counterpart founded the Qin dynasty, united China, and was its first emperor. China itself is named after him.
Jing Ke really did attempt to assassinate Ying Zheng.
Zhao Gao was just as bad as his fictional counterpart, and his actions helped destroy the Qin empire.
Li Si really was paranoid about anyone who could threaten him, and he did force Han Fei to commit suicide.
The Man in the High Castle: The Crown Prince and Crown Princess of Japan (while unnamed, they're presumably Akihito and Michiko) feature prominently as characters at the start of the first season, as does Reinhard Heydrich in later episodes. Adolf Hitler appears in a cameo in the finale.
Mad Men went the obscure route. Despite being a period drama, they only had one semi-major historical character was the season 3 client Conrad "Connie" Hilton (of the hotel chain).
Murdoch Mysteries has featured many of these, onscreen and/or mentioned in passing, including:
Jack the Ripper is believed to be murdering young women in Toronto in one episode. Murdoch is joined by a Scotland Yard detective who has been chasing the Ripper through Europe. He is later revealed to be the Ripper himself, and is killed by Doctor Ogden in self-defense.
In "Ripper", Polly Nichols, Annie Chapman, Elizabeth Stride and Mary Jane Kelly, four of Jack the Ripper's victims, are killed by the alien creature vacating their bodies. It is also mentioned that Inspector Harold Langford's superior is named Sir Charles, a reference to Sir Charles Warren, the Commissioner of the London Metropolitan Police at the time of the Ripper murders. Lady Ellen's friend Lady Sophie says that her cousin Charlotte recently visited Dr. Sigmund Freud in Vienna. When Lady Ellen tries to convince her fiancé Dr. Jack York to give up opium, he counters that Oscar Wilde uses it frequently.
In "Gettysburg", Vince Chance and Andy Larouche briefly see General Robert E. Lee on the outskirts of Gettysburg on July 1, 1863 and again two days later just before Pickett's Charge.
The Plot Against America: In this Alternate History tale, Charles Lindbergh and his wife Anne Morrow Lindbergh become president and first lady. Politician Henry Wheeler becomes his vice-president. The antisemitic Henry Ford gains a seat on his cabinet. Anti-Nazi broadcaster Walter Winchell starts a presidential campaign against Lindbergh. Nazi Foreign Minister Joachim von Ribbentrop makes a diplomatic visit to America.
Preacher (2016): Adolf Hitler is among the damned of Eugene's cell block in Hell.
Red Dwarf features Lister travelling back in time and inadvertenly preventing John F. Kennedy 's assassination, which leads to his impeachment and replacement by a Mafia-frendly candidate, who endorses the building of Russian missile bases in Cuba, which in turn leads to major cities being abandoned in panic. Lister's only solution is to travel back to Kennedy's arrest and persuade Kennedy to go back to Dallas and assassinate himself.
Salem: Most of the main cast. Cotton Mather, a very influential Puritan minister who is shown taking a direct role in hunting witches by the show (whereas in Real Life he did not attend any of the trials although witnessing two hangings, while his writings have been alleged to be the groundwork behind the witch panic). His father Increase Mather also gets portrayed as a directly involved witch hunter, while in actuality he merely attended one of the trials. Tituba, a slave woman who was among those accused of witchcraft, gets portrayed as a ''real'' witch. In reality there's speculation that she may have inadvertently helped instigate the affair by dabbling in occult rituals at the insistence of her master's daughter, who panicked along with her friends when they were caught, accusing people left and right. John Alden and Giles Corey were also real people that have been fictionalized in the show. The real Alden did none of the things he's portrayed as doing, and he was in his sixties by then. In fact, Alden was among those accused, but fled town, returning when the witch trials had ended, at which point he was cleared by acclamation.
Sons of Liberty revolves entirely around these characters. Every major named character was a real person: Sam Adams, Joseph Warren, Paul Revere, John Adams, John Hancock, General Thomas Gage, Margaret Gage.
Leonardo da Vinci was a recurring role in Star Trek: Voyager. Much of Janeway's downtime was spent working as his assistant in a Holodeck recreation of his apartments. One episode also revealed that Amelia Earhart and her navigator Fred Noonan were alive and well and living in the Delta Quadrant.
In "Beyond the Sky", Mac Brazel, the ranch foreman who reported that he had found wreckage of a UFO in Roswell, is a minor character. Owen Crawford and Thomas Campbell interview him about his discovery (which is actually the wreckage of a Mogul surveillance balloon) on July 5, 1947 and ask him to keep it to himself.
In "High Hopes", John F. Kennedy visits the Wright-Patterson Air Force Base Research Center in Ohio on October 10, 1962. He gives Crawford one month to prove that the aliens are a clear and present danger to the United States or he will shut the UFO project down.
Timeless: Common, since it's a time travel show. Special mention goes to when Rufus (who is black) meets Sophia Hayden, MIT's first female graduate. When he says he's also an MIT graduate, she is confused for a moment, before concluding that he must be Robert Robinson Taylor, MIT's first African-American graduate. Rufus, who has never studied history, just awkwardly says that he was "the other black guy" who was there at the time.
Elvis Presley is used as a character in "The Once and Future King". The Sun Records producer Sam Phillips, his receptionist Marion Keisker and Elvis' backing musicians Scotty Moore and Bill Black also make brief appearances.
Underground: William Still was a real abolitionist and much of the series is even based on his writings about the Underground Railroad and the lives of fugitive slaves. Frederick Douglass, the abolitionist and orator, appears a couple times as well. In the second season, Harriet Tubman, the famed abolitionist and badass conductor on the Underground Railroad, has an increasing role.
Wonder Woman: In "Beauty on Parade", Wonder Woman foils a plot to assassinate General Dwight David Eisenhower. She saves him personally by catching a bazooka round in midair with her bare hands! In "Judgement from Outer Space", Andros speaks with President Roosevelt, but it's all off screen. And , of course, Adolf Hitler is mentioned frequently.