Depends upon the Era and the genre.
I'd not use GURPS for anything even vaguely humorous; hell, I'd not use gurps for anything these days.
My House Rules for running Historical settings (including alt-hist settings and fantasy-history, like Pendragon, Ars Magica, and Vaesen)
- Actual history ends the moment a PC takes their first action.
- When practical, actual history comes to pass unless PC's actions dictate otherwise.
- Since players will use historical knowledge, dates and times should vary slightly from known
- Historical tech spread slower than most people realize.
- If players do something that would be a faux pas, let them renege after being informed why. (I do this for unusual fantasy settings, too.
One of my current campaigns is historical - kind of - Vaesen. My group is in 1825... they have a "camera".. big nasty mess, makes very poor daguerreotypes, based upon leaked info. Can also be used as a Camera Obscura for drawing scenes. THey keep it, carry it, and, across 3 adventures, have used it once, to photocopy a document.... Because it takes an hour to use.
They're proud of having it. And happy it gave them the document... but they missed that it was the same handwriting as the other document. (I made handouts. I've downloaded a half-dozen hand-fonts.) And they are vaguely aware that it's about 5 years too soon for one in Sweden.
The other thing that is important is that the PCs are people of their time, and players need to buy into this. If they're doing something that would be inappropriate, give them a chance to renege on it, or go ahead if it is intentionally out of norm. I do this for certain fantasy settings, too, like L5R, and for both Trek and Star Wars.
THere's also the psychological effect of "I'm not the big hero, so why should I play?" Which is why points 1 and 2 are important - I'm even good with replacing the main cast if the players are up for it. I had one Pendragon game where, of the 7 players 5 were table knights, and one managed to prevent the issue with Lancelot and Guinevere (by beating Lance to the rescue...). If history changes from the first play action, it avoids the "I'm not the hero" to a degree.