Has anybody seen any good historical, romance,fantasy (does not have to be pantasiya though) action/Adventure Anime out there.

Magi I guess.
I think that it is historical in a way...maybe...or not...I don't know -_-"" it is fantasy/comedy/romance...maybe.
( pic below )

Then there's black butler...it does take place in that kind of time period...

There are quite a few if you think about it.

Saiunkoku Monogatari, Soredemo Sekai Wa Utsukushii, Otome Youkai Zakuro, Hakushaku to Yousei

Also Juuni Kokuki and Seirei no Moribito (pic) don't really have romance but they are historical, fantasy, action/adventure and are amazing.

hakushaku to yosei placed in victorian era....well i like this anime but i couldnt watch it faully due to lack of time... but its really awesome according to me! :)