I happen to know for a fact that contrary to popular belief, the Original Star Wars trilogy is historically accurate. In fact, you might as well call them documentaries.
Note that I'm referring to the original trilogy - not to the prequel or any other films.
Furthermore, I think that Toy Story & Finding Nemo are pretty accurate as well, though I can't vouch for them...
On a serious note, I think The Pianist is pretty accurate historically. It is based on the autobiography of Wladyslaw Szpilman.