I had a professor briefly that studied the history of mathematics. During lectures while he was developing out proofs he would often describe the historical context in which the proof was first developed. Galois has a particularly interesting (tragic) story.

There are a lot of interesting historical figures. Probably most people stick to the figures most familiar to them in their own field. The histories of Dijkstra and Turing come to mind... it strikes me that I don't know a lot about Knuth.