Colonial activities for the time period of 1865 through 1910. This period is that the combination of technology and cultures of vastly different peoples from all over the world clash with spectacular result. Where else can you have men armed with swords and spear charging en mass into a small troop of soldiers armed with rifles, machine guns, and quick firing cannon?
It also allows the modification of historical accuracy at times to allow fictional concepts from the same time period. This includes H.G. Wells, Jules Verne, and many other authors. Imagine steam powered land ships, flying machines, or the discovery of a hidden valley containing cavemen and dinosaurs! Not to mention an attack from Mars followed by the exploration to that red planet in kind.
You are encouraged to play any time period or genre of history that you want. It is only natural to modify existing themes as you see fit. You can be traditional and have a straight forward American War of Independence battle. But if you think it would be fun to throw in some non-historic/fictional mercenaries or equipment then go right ahead! Just make sure your players understand what they are getting into before they settle down for the game.