A WW2 setting would be tough to pull off mechanically, unless you'd just go Saboteur and give us occupied France and Poland, but that's kind of played (although to see Assassins during the Warsaw Uprising would be badass). Feudal Japan seemed to be foreshadowed by "Embers" and I'm kinda sad that wasn't the case. I was hoping for a female protagonist.
My TOP one, however, would be ANCIENT ROME. Just think of that. Julius Caesar. Brutus. Caligula. Nero. Jesus Christ.