I was asking in case there is something like that, but I thought it'd be tough, I for one never heard of it.
Perhaps the word historical is wrong here too, because I meant costumed in the style before 1900 and takes places in particular locations, it doesn't have to be about a particular significant event in history and could be completely fictional. For example like King and I musical/movie, but the other way around somebody from Asia travels to say Europe. I think it's probably also tougher, because I specified that it has to be Korean, that's just because I prefer Kdramas.