I thought exactly the same thing. Those books are very educational, as well as entertaining. The main/only problem is it is sometimes hard to know where the fantasy starts and the facts stop. I suspect the non-titular/non-noble characters (Shaftoes, the slave galley crew that become Jack's boon companions). Plus there is the whole island of Qwghlm. Also fortunately it has its own Wiki http://baroquecycle.wikia.com/wiki/The_Baroque_Cycle_Wiki.