BoardGameGeek.com users debate the question, “What are the best games that teach History?” Visit their self-styled Geek List for an expanding, annotated inventory of commercial history-themed board games. Highlights include the expected—Hannibal: Rome vs. Carthage; 1776: The Game of the American Revolutionary War; The Napoleonic Wars; and Battle Cry: The Exciting Civil War Battle Field Game—and the unlikely—Maharaja; Thirty Years War: Europe in Agony, 1618-1648; and Pax Britannica.
Late Update (7/6/07): It looks like the link I posted earlier has died. Fortunately, boardgamegeek.com is full of other history-themed geek lists, for example Games to teach WWII history and Games in the History Classroom.