Kinda sad really there isn't an open world RPG set between 1790 and 1815. I would play the hell out of that. Fingers crossed the next Assassins Creed sells well enough for marketeering types to give such games in the black powder era more of a pass and let promising developers go nuts.
Fable 2 and Fable 3 have some 18th and 19th century elements to them I may add though they are silly fantasy. Then there is Les Grognards which is a much more extreme version of Napoleon Total War battle map without the campaign map.