I recently read Time Travel: A History by James Gleick.
It’s not a science fiction story by itself. Instead, it’s a wide-ranging analysis of time travel in fiction and popular thought — and well worth a read.
Everfair, by Nisi Shawl, is a steampunk alternate history of how things might have been better.
Specifically, it examines the Belgian Congo (which in the modern day is the Democratic Republic of the Congo). It asks “what if” — what if a group of idealistic colonists, former American slaves, and many groups of indigenous people fought against the brutalities of Belgian King Leopold’s government, and formed their own country? What if there was a little more technology and a little more magic?
The book is a bit closer to an anthology than a novel, with the action spread across continents and decades. The contents are a well-researched alternate history, from the limb-chopping atrocities of the Belgian forces to the wealth of natural resources they came for.