Whether a writer is placing their book in modern times or going into history, research is a part of almost every book being written. There are always those things you need to be sure you have right and that could include a setting. One terrific way to do settings is go there-- great excuse for travel to a place you love or always wanted to spend time.
Going there for historicals means visiting the sites of the book, stopping at any ghost town, and time in old cemeteries reading headstones. The physical part of trying to better understand what life was once like is enriching. It can involve taking photographs or just sitting somewhere and letting the energy of the place soak in. Sometimes a historical is set where we have also had a history and that can be used.
Besides being where it happened, feeling the energy of the land that will go into your story, there are books, magazines and online research materials. Where it comes to magazines, there's one I like a lot for western history-- True West.
For years I'd buy copies at one of my favorite used bookstores, Bookman's in Tucson, Arizona. Finally I bit the bullet (proverbially speaking) and took out my own subscription. Whether what I read is something I'd ever use in a book, it's always interesting to me. It's also filled with a lot of old photos to enrich the stories. It's especially good at helping readers understand the West as it was more than how it's so often been painted in movies or fiction. It covers not only real historic events, often little known, but current places to go for a long week-end or when you happen to be somewhere and find there is an interesting side trip.
The latest edition has a lot of stories with the emphasis on Soiled Doves. I have books on prostitutes across the West, books that pretty well show the up and down side of such a life, which sometimes was the only alternative a woman had in an age where jobs weren't plentiful for females.
The hero in Arizona Sunset grew up in a brothel because of who his mother was (more on that story comes with Tucson Moon). His experience pretty well fit what I have read about the life of whores back then.
A complaint was made regarding Arizona Sunset's heroine riding astride as it was so improper and historically inaccurate. Well for the sake of the research, here's some instances of when women did ride astride. It's amazing what you can find online.
But my heroines are rarely proper sorts of ladies anyway and certainly not the one in Arizona Sunset where she is breaking all kinds of rules. If she was a proper lady, she'd stay home in Tucson, polish her silver, and embroider.
For the reader who wants a lady who follows all the rules, my books aren't likely the right ones for them. Me I grew up with a mother who, on our farm, did the things men are supposed to do. I followed suit with my own life (at least until I got too old to swing a bale of hay around). I raised my daughter to be that sort of woman and prefer writing about such. I'll let the proper ladies be saved for other writers ;). My women have a strong sense of ethics and morality but where it comes to rules on what's appropriate for a woman to do-- they knock over the traces.