Secondly, I wasn't talking specifically about WW2 or anything, just pre-21st century, so the '50s, the '60s, the American West, French Revolution, etc., etc. Before our own time, like in the shows.
I wouldn't mind visiting the ancient world (besides Rome). Shilla Dynasty Korea during the reign of Queen Seondeok (first Queen ruler of Korea) or the First Unification of Korea under Kim Chunchu (Taejeol Muyeol). Enteracting with the Hwarang of Korea would be very interesting. Or, there could be a preserver planet with said culture(s).
I wouldn't mind seeing a time travel adventure set in either the roaring 20s or WW3, but if you really wanted to add a twist to it, then one way to do it would be to set it in the future (from STO's time period) instead of the past. You could travel forward 5, 10 or 20 years into a ruined future, devastated by the re-emergence of the Iconians. (Such a setting would allow the reuse of many art assets). The mechanics of getting to the future would be easy enough - transporter accident, remnants of the Federation/Starfleet in that time period desperately trying to change the past to avoid destruction, etc.