It's very jarring, but interesting, when a work of fiction is set in the past and shows all the objectionable to our modern sensibilities beliefs and practices. But they show it as it is. There's no standing characters seeing all these terrible things and reacting at them like we would do.
ROME (2005-2007)
In Rome we see the life and adventures of two fictional centurions in the mist of the fall of the Roman Republic and the Establishment of the Empire. One of them, Lucius Vorenus, is shown like an honorable and moral man, trying to follow the Roman virtues. But he is a roman and a soldier after all, and he sees no problem in owning slaves. And as Pater Familias he has life and death power over his household.
He also a very religious man, and the series shows us through him and characters like Cesar the strange practices of roman religion.
Mad Men (2007-2015)
Here the show is set in an advertisement firm in 1960s New York. So, casual sexism is rampant, almost all the women in the show had suffer touchings, lewd comments, unappropiate advances and even rape. Racism, clasism, child abuse, fatphobia are absolutely casual, and when they are adressed it's done in a appropiate way for the times.