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 People and groups aren't necessarily exact, since Glen Cook mixed several different centuries of medieval history for his foundation and then departed from that baseline.  Some of these may be incorrect. Only Glen Cook knows for certain what he used as inspiration; but I think I am right about most.  Scroll down to the first entry in the journal about the books and then read that plus the next two up, in order.  That will save some confusion.

Chaldarean - Christian
Maysaleans - the Cathars
al-Praman - Islam
Devedian/Deve - Rabbinical Judaism
Dainshaus/Dainshaukin - pre-Pharisee Judaism, which survived as Samaritans after the destruction of the Temple by the Romans.  At one time, there were more than 1 million Samaritans in the Roman Empire, until they were persecuted into just one small community in the Levant, which still exists, barely, today.  In the books, the Dainshaus religion is described as being the religion of the Holy Lands until a couple of centuries before the Chaldareans arrived.  At that time the Devedian creed grew out of Dainshaukin and the Founders of Chaldarean, Aaron et. al, considered themselves to be Deves.
H'un-tai At - the Mongols
Seatts - the people of the frozen north who become the Chosen of Kharoulke the Windwalker.  Essentially the Sami people of the northern parts of Scandinavian, known as Lapps and Finns.
Sheards - the pagans being fought by the Grail Order in northern Europe.  Basically the pagan Balts and Slavs who were the target of the Teutonic Knights along the southern Baltic shore, Especially Lithuania, which remained pagan until the 14th century.
Sha-lug - Mamluks.  The correspondence here is almost exact.  The Mamluks were slaves trained as warriors by the Turks, who eventually took control of Egypt and founded the Mamluk dynasty.  Sometimes spelled Mameluke.
Brotherhood of War - a combination of the crusading orders of the Templars and Hospitallers.
Grail Order - the Teutonic Knights
Antast Chaldareans - Armenian Christians. Described in the books as the oldest Chaldarean sect.  The Armenian Apostolic Church is one of the oldest Christian communites and Armenia was the first country to make Christianity the official religion, in 301 AD.
Eastern Empire/Empire of Rhun - Byzantine Empire

People:

Gordimer the Lion - probably equals Baibars, who took control of Egypt and founded the slave warrior Mamluk Sultanate
Tsistimed the Golden - leader of the H'un-tai At.  Equal to Genghis Khan, although Tsistimed is said to be over 200 years old in the books.  Could also have some relation to the later Mongol-inspired conqueror, Timur the Lame or Tamerlane, who founded the Timurid empire.
Johannes Ege, Grail Emperor - "Ferocious Little Hans" isn't exactly one person, but his dispute with Brothe corresponds to the Holy Roman Emperors who fought with Rome, particularly Frederick I Barbarossa, who was Holy Roman Emperor from 1155-1190. However, Johannes also bears some resemblance to Henry IV, who succeeded Frederick as Holy Roman Emperor and had even more difficulties with Rome. None of the Holy Roman Emperors had only 1 son who died young and two daughters, however.  And none died crusading in Sicily and southern Italy against Muslims.  Frederick I drowned in Anatolia while on his way to the Holy Lands to Crusade. Henry IV died in the Lorraine, after being deposed by forces loyal to the popes and replaced by his son Henry V. But Henry V ended up in his own battles with the papacy over investiture, just like his father. 
Tormond, Duke of Khaurene - roughly similar to several rulers of Toulouse, but none match perfectly. None had a sister who married the King of Navarre or Aragon, however the daughter of William IV of Toulouse, Philippa claimed to have been married to King Sancho of Aragon. She also married William X of Aquitaine, and the two took control of Toulouse from Raymond IV while he was crusading in the Holy Lands.  Raymond had usurped Toulouse after Phillipa's father William IV died.  Tormond can be considered a mix of William IV, Raymond IV, his son Bertrand, Raymond V and Raymond VI of Toulouse.
Raymone, Count of Antieux - also corresponds roughly to Raymond IV and Raymond VI, in that he was bound up in the Cathar crisis.  Raymond VI also married a Cathar as his second wife, one Beatrice of Beziers. Beziers can be equated with Antieux and thus Beatrice can be equated with Socia, in the books.  Beatrice is said to have become a Cathar "parfaite" or Perfect and retired to a Cathar monastery after the death of Raymond. The people in the books who rule various places in the Connec are a mixture of many of the Languedoc rulers who either actively supported or tolerated the Cathars.  There are no exact correspondences.
Peter, King of Navaya- a combination of Peter I, King of Aragon and Navarre and Peter II "The Catholic", King of Aragon
Jaime, King of Castauriga - no exact correspondence. None of the Kings of Castille, Leon etc. ever married a daughter of the Holy Roman Emperor.  Consider him to be a combination of all the various Alphonso's and Sancho's who were King of Castille during the crusading period.

 A note on the Popes of Brothe and Viscesment and the timeline of Instrumentalities versus actual history.  The historical papacy was moved to Avignon originally in 1309 by the new Pope Clement V, who was French and never moved to Rome.  Until 1377, the papacy stayed solely in Avignon.  There wasn't a pope in both Avignon and Rome until the Western Schism in 1378.  Many of the events in the books correlate to historical events which occurred long before the period of the schism, like the happening in the Connec with the Maysaleans, but many of the people and events in the books, such as the anti-pope equate to later events as well. Thus, it isn't really possible to equate popes in the books with actual popes. Likewise things like the Mamluks and the Golden Horde are not precisely aligned time-wise with their equivalents in the books.  This gives rise to much of the confusion when people try to make exact equivalencies between the books and actual historical events, places and people.

 I'm sure that I've forgotten to mention many places found in the books.  This will do for a start, however.  There are not any comprehensive lists of correspondences between the books and historical reality on the internet, and those few which do exist are full of errors. One claims the Sha-lug are Janissaries.  Another claims the Dainshaukin are Orthodox Jews and so on.  I have attempted here to correct many of those mistakes and provide a more complete list to help readers of the books follow along.  Glen Cook used real history to form the basis for his creation and then departed from there into the realm of fantasy. The result is a rich background for the world in the Intrumentalities of the Night series and preserves the flavor of a turbulent and confused historical reality.

 Cities, towns and other locations in the books:
 
Brothe - Rome
al-Qarn - Cairo
Shamramdi - capital of Lucidia - can be either Baghdad or Isfahan; which were both capitals of Great Seljuk at some point, but more likely to be Damascus which was the capital of the Syrian segment of Great Seljuk.
Sonsa - Pisa (not Venice as some suppose).  The maritime power is described as on the west coast of Firaldia, inland and reached via a large river.  This corresponds exactly to the medieval maritime powerhouse of Pisa on the Arno river.
Dateon or Apareon - Venice, the other major maritime republic mentioned. The other would be either Genoa or Amalfi
Plemenza - possession of the Grail Empire in Firaldia.  Corresponds to the many cities loyal to or conquered by the Holy Roman Empire in northern Italy, most probably Milan or possibly Bologna.
Antieux - this one isn't exact.  As described in the books it can be reached via river from the Mother Sea, is somewhere near Viscesment and was also sacked by an anti-heretic army.  The most likely medieval city would be Arles, however the sacking is strikingly similar to the massacre at Beziers which happened during the anti-Cathar Albigensian Crusade, which is the model for event in the Connec. So consider Antieux a combination of Arles and Beziers.
Viscesment - Avignon, home of the anti-popes.  It must be noted, however, that timeline problems exist here. Glen Cook combined several different centuries of medieval history together. The papacy was at Avignon beginning in 1309, but the Western Schism, which had popes in both Avignon and Rome, didn't happen until 1378. The anti-Cathar crusade took place from 1209-1229, long before the anti-popes.  This is one of the things which makes exact correspondences difficult if not impossible.
Khaurene - Toulouse, the capital of the Languedoc
Castreresone - Carcassonne - the great, walled city of the Languedoc
Salpeno - Paris
Runch - major town on Staklirhod/Cyprus, most likely equal to Famagusta
Skutgalarut - New capital of Tsistmed's H'un-tai At empire.  Ancient crossroads on a trade route. Corresponds to Samarkand or maybe Bokhara.  The actual capital of the Mongol Empire was always Karakorum in Mongolia, although part of the Horde was centered on the silk trade route for sometime, in places like Samarkand.
Tramaine - possession of Santerin near Arnhand and the Connec. Obviously Aquitaine.
Antast - Cilician Armenia.  Antast is the home of Antast Chaldareans and is located in a coastal area of mountains which lies between Lucidia/Syria and Rhun/Byzantine Anatolia. 
Promptean Coast - Pontic/Crimean coast, described as the origin of Gordimer the Lion, captured by slavers from among the populace of Cledians/Cumans there.  Baibars, the Mamluk slave general who took over Egypt and founded the Mamluk Sultanate there, was a Cuman captured in the Crimea and sold as a slave to the Mamluks.
Gherik - great, "impregnable" crusader fortress near the Idiam desert.  Corresponds almost exactly with the great crusader castle of Kerak, now in Jordan in the Moab mountains.

 There is a mountain refuge for the Maysaleans in the books, where Brother Candle remains for a time.  This corresponds to the Cathar fort of Montsegur, but I don't recall the name used in the books.  It was a fort located at the top of a mountain ridge, assessible only via one steep, narrow path from below, just as described in the books.

These are some of the main places mentioned plus a few other easy ones.  There are other minor places mentioned, like the many smaller towns in the Connec; but they are impossible to pin down precisely with corresponding historical towns.

  Next up, people and groups and miscellany.
 Reading Glen Cook's new series of books can be confusing because the setting corresponds closely with Europe in the late Medieval period.  The author used that period as a starting point and then changed the names of people, places and things.  He also doesn't adhere exactly to actual history, mixing and matching several different periods, events and people within the magical world he has created.  From the three books released so far - (The Tyranny of the Night (2005), Lord of the Silent Kingdom (2007) and Surrender to the Will of the Night (2010) - I have attempted to make a list of equivalent book names and actual historical names in the hope that it might mean less confusion for the readers.  I do not guarantee that these are all correct; but they are as close as I can get to accurate without input from the author himself, who is the only person with the real list.  I will include explanations of my reasoning for those items which are more difficult.

 Countries and various geographical areas:

 Andoray - Scandinavia not including Denmark
 Friesland - Denmark
 The Shallow Sea - the Baltic Sea
 The Mother Sea - the Mediterranean Sea
 Ormo Straight - the Skagerrak and Kattegat straights between Denmark and Norway and Sweden
 Santerin - England
 Arnhand - Northern France
 Connec - roughly the region known once known as the Languedoc, perhaps corresponding to Roman Septimania
 End of Connec - possibly same as Connec but also possibly just the eastern portion, just
 Navaya - Aragon and Navarre and possibly Barcelona
 Castauriga  - Castille and Leon
 Direcia - Iberia
 Grail Empire - Holy Roman Empire 
 Grolsach - this one is a toss-up, possibly Switzerland or Burgundy, home of poor mercenaries and ex-home of refugees.
 Ormienden - The western portion of Lombardy (mostly Cisalpine Gaul), including Provence and Piedmont.
 Firaldia - The middle portion of Italy bounded by Lombardy in the north and Calabria (the toe of the boot) in the south.
 Calzir - Sicily plus Calabria and the southern parts of Apulia and Basilicata (The toe of the Boot plus the Heel of the Italian Peninsula).
 Articipea - Sardinia plus Corsica, joined by a narrow land bridge.
 Creveldia - Croatia, Albania, Serbia, Bosnia, northern Greece, possibly also Bulgaria, southern Hungary, southern Romania and Slovenia
 Old Brothen Empire - Roman Empire
 The Empire of Rhun/Eastern Empire - The Byzantine/Eastern Roman Empire. It is possible that Rhun refers instead to the Sultanate of Rum, which was a portion of the Seljuk Turks located in central Anatolia and which defeated the Byzantines at Manzikert in 1071.  Byzantine Empire for both makes more sense considering that the Seljuks are represented by...
 Lucidia - The Great Seljuk Empire although a case can be made that it is more closely the Zengids, except for timeline problems.  The Great Seljuk, under Malik Shah stretched from Anatolia, through the Holy Lands and Syria and east as far as Afghanistan.
 Dreanger - Egypt, but...

  Things get a little confused here between history and the areas of the book.  Dreanger is home of the kaifate of al-Minphet, which would correspond roughly to the Fatamid Caliphate while Lucidia is home to the kaifate of Qasr al-Zed which would correspond slightly to the Abbasid Caliphate centered in Baghdad.  However, the Abbasids created the Mamluks, who correspond to the Sha-lug in the books, and Saladin (Salah ad-Din) who is basically Indala al-Sul Halaladin in the books predates the Mamluks and created the Ayyubbid dynasty from Egypt out of the ashes of the Zengid dynasty which arose out of the Syrian portion of the Seljuk Empire.  Basically, Glen Cook just mixed and matched timelines here.  The correspondences aren't exact here and many other places because of the combining of bits and pieces of 200-300 years of historical references into the book.

 Ghargarlicea - Khwarezm/Qhorezm Dynasty, destroyed by the Mongols in 1220 (see H'un-tai At below)
 Staklirhod - Cyprus, island home of the Brotherhood of War near the Holy Lands.  Cyprus was at one time owned by the Templars. However, Rhodes was the home of the Hospitaller Knights of St. John and also later Malta, so it might be a combination of all three as well as Crete.
 Duarnenia - Most likely Prussia, Curonia, Pomerelia or a combination of any of the minor Teutonic controlled areas of the southeastern Baltic coast.  Else Tage claims to be Piper Hecht who grew up in the minor Grail Order (Teutonic Knights) principality of Duarnenia fighting the Sheard pagans (Slavs) of the Grand Marshes (Lithuanian lowlands) and fighting on the eastern side of the Shurstula river (obviously close in name to the real world Vistula river)
Ownvidian Knot - this one is interesting.  A passage through the Jagos mountains (Alps) which leads from somewhere south and east of Viscesment (Avignon) into Ormienden and then into Firaldia near the Ormienden town of Plemenza.  How would Pinkus Ghort, a simple soldier, know the term for a meeting of two mountain ranges at angles, i.e. a knot, when he tells Piper Hecht that the Brotherhood is leading them into the Ownvidian Knot after their capture?  Because there is one in precisely the right spot in the real world, called the Ligurian Knot or the Alp-Appenine Knot, it leads from Provence into the plain of the Po river and the location of Milan (the most likely candidate for Plemenza, although other possibles such as Turin are also there)
Jagos Mountains - Alps
Altai Mountains - Central Massif in southern France
Verses Mountains - Pyrenees
Idiam Desert - The Negev/al-Naqab?  The desert near the Wells of Ihrian, the Holy Lands, which presumably equates to the same historical area.  A great deal depends on the location of ancient ruins Andesqueluz, which is where Else Tage got the mummies he was transporting when we first meet him in book #1.  I favor Andesqueluz, the Demon Empire, beiong equal to either the Nabataeans at Petra or the Babylonians.  If it is somewhere else, than the Idiam might not be the same as the Negev.

 There are a few others, but I can't remember them at the moment.  I'm certain there was mention of a place which would correspond to Scotland, fighting the kingdom of Santerin in the north of the island and possibly a mention of an Ireland-like place or maybe Wales, as well.  I don't recall where that occurred in the books, however. I think it was in the second book.

 Next entry towns and smaller locations.  This causes a lot of confusion.  Especially Sonsa, which people seem to think is Venice, but because of the reference to a maritime power being somewhat inland on the western coast of Firaldia with access via a river which could only be the Arno river and Pisa in the real world. 

  After that, I'll explore people and groups and the difficulties of pinning down individuals who have been alive for 200+ years in the books (Tsistimed of the H'un-tai At) and a confused timeline with historical people (Tsistimed the Golden = Genghis Khan or Timur the Lame or both? Gordimer the Lion = the Mamluk Sultan Baibars or the later Barkuk?)

Moguntiacum

The castrum of Moguntiacum (now Mainz, Germany) was the major Roman fortification along the middle Rhine. On the left bank of the Rhine, across from the mouth of the Main river where it flows into the Rhine, Moguntiacum was the headquarters of several legions at a time. Set in the terrtory of the Celticized tribe of Germans known as the Vangiones, the local diety was Mogons (which led to its name as the local legions adopted the local god).

Among the legions quartered at Moguntiacim:

Legio XIIII Gemina and Legio XVI Gallica (AD 9–43)
Legio XXII Primigenia and Legio IIII Macedonica (43–70)
Legio I Adiutrix (70–88)
Legio XXI Rapax (70–89)
Legio XIIII Gemina (70–92)

About 9 miles SW of Mainz is the origin of my paternal ancestry (family name kept private).  My paternal ancestors came from Schornsheim, a small town in the Alzey-Worms district of the Rhineland-Palatinate, Germany.  They left for America in 1746, finally settling in the middle of Pennsylvania in 1748.  It is not beyond the realm of possibility that some of my ancestry thus includes the Vangiones and perhaps others from Roman legion ranks.  Possible, but not certain, because the area was a favorite for invasion.  The city was sacked by the invasion of the Alamanni forces under Rando in 368 CE.  Some 40 years later, the area was again devastated as the Siling and Asding Vandals, the Suebi, the Alans, and other Germanic tribes who took advantage of the rare freezing of the Rhine to cross the river at Mainz.  Several decades later the armies of Attila, made up not just of Huns but many other tribes, invaded. 

 The area was devastated by armies frequently throughout history.  Situated between the Holy Roman Empire, France, the Netherlands and very fertile as the river valley of the Rhine, the area was never very peaceful. My ancestors left, finally, after having enough of war and the religious persecution prevalent at the time.  Beginning in about 1530, the religious wars between Protestants and Catholics began in earnest, especially along the Rhine (which became a major center of Calvinism and Lutheranism), fueled by the dynastic struggles of the various noble houses and rulers. The area of the left bank of the middle Rhine saw some of the main fighting during the 30 Years' War.  Then it again suffered from the War of the Palatine Succession (also known as the Nine Years' War and the War of the Grand Alliance) and not long after that the War of the Spanish Succession and then the War of the Austrian Succession only a few years later. A period of nearly continuous war along the Rhine for over 200 years, before my family finally left in 1746 and headed for America.

Origins

Mogons/Moguns was a Celtic (or possibly Germanic) god worshipped in Roman Britain and Gaul. See the wikipedia entry for Mogons.

 I've always liked the name and the obscurity of this god worshipped by at least some of the Celtic or Roman troops stationed in Roman Britain.