Shakespeare's only attempt at being a real historian -- The Famous History of the Life of King Henry the Eighth
https://archive.org/details/henryviii00shak/page/n9/mode/2up
Most of Shakespeare's histories do actually have some attempts at historical analysis in them, and, of course, Shakespeare was obviously an accomplished amateur historian. However, almost all his histories depart very, very far from actual, true history, to some extent, because of lack of actual historical data to base them on, to some extent, because of his obvious professional need to create drama from history, whether it was actually present, or not, and, sometimes, because of a need to accomodate political pressure and social pressure to support contemporary political and social values.
The one exception to this general rule that Shakespeare wrote dramas based very loosely on actual history, not history itself, is certainly his very last play, The Famous History of the Life of King Henry the Eighth. The title itself suggests that this play is an exception in many ways to his many other historical dramas, almost explicity stating that this work is actually biographical in nature, and not fiction, at all. There are obvious reasons for this. The events described in the play, if not quite in living memory of the older auditors, including Shakespeare himself, were definitely within the living memory of many people they would have grown up with as children and young people. Shakespeare and his contemporaries would certainly have heard many stories and first hand recollections of these events from family members and friends they knew very well indeed, and there were excellent records that could be consulted about the details of these events, from just seventy or eighty years previous to the time of the appearance of this play, in 1613. Hence, it would have been quite impossible for Shakespeare to depart very far from the actual truth of the the events involved, or the characters of the individuals involved, without appearing totally ridiculous. So, we have a level of absolute reality in this final play of Shakespeare, that is largely absent from any other of his productions. Shakespeare really has very little choice in the matter. Hence, the oft suggested view that this was not entirely Shakespeare's writing, because of its uncharacteristic lack of dramatic clarity, could simply stem from the fact that this play cannot be written simply as dramatic ficton, because it cannot possibly be pure dramatic fiction, under these particular circumstances.
The play itself is essentially just a moderately dramatized history for the first four acts, eighty percent of the play, a pretty accurate and fairly grim portrait of the conflict between Church and State for power in England under Henry VIII. The King himself is given a nuanced portrait, extremely tough and ruthless, but also highly rational and brilliant. Probably pretty accurate. Anne Boelynn is presented as a rather innocent young woman, although ambitious, too, as innocent young women may be, at times. Katherine of Aaragon is presented quite sympathetically, largely an innocent victim of circumstances, basically a pawn in a huge power play.
The final act contains a virtual apotheosis of the baby girl, and future Elizabeth I, upon her birth. I'm not sure there's anthing else in all of Shakespeare that comes so close to actually presenting a member of the British Monarchy as the Second Coming of Jesus Christ! While she was far from a democrat, her ability to judge "how far she could push the English people and Parliament" helped evolve the English monarchy into a more consultative institution than those of her continental rivals. This is, I think, the great message, as an historian, that Shakespeare is trying to give to the English people just before his death. The road to democracy, based on religious tolerance, and the popular will.

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