Pseudo-Historical is a phrase used to describe something that is based, usually very loosely, on historical events, or perhaps just set in a historical period but not tied to the accuracy of the time. the term is usually used for fiction
Some good examples of pseudo-historical science fiction are Star Trek's The City on the Edge of Forever or Doctor Who's The Time Meddler. These both deal with the possibility of influencing history, and it's usually time travel that makes pseudo-historical stories stand out - the presence of anachronisms is part of the plot, whether it's future technology or knowledge, or simply just steampunk turned up until the knob drops off.
Oddly enough we think of pseudo-historical science fiction being contemporary fiction - after all, the works of Jules Verne have all the trappings but since they were written in the time period they are set he's obviously not trying to use the era as part of the drawcard. It's also hard to define something like The Rocketeer, which is really a retelling of old serials.
Doctor Who featured many pseudo-historical stories, which eventually overran the straight historical stories (which were usually designed to be a history primer for kids, using real figures and loosely tying the story to events). They didn't feature historical figures on the pseudo-historical stories, presumably because they didn't want to get in trouble for corrupting the minds of children or something like that. The X-Files didn't really care, and so they told their version of Kennedy's assassination in one story, and then went on to build up a single figure running the planet in the background. Mark Twain utilised characters from Arthurian legend for A Connecticut Yankee In King Arthur's Court but made a tale of anachronisms that fits well by assuming they were real people.
See also: Alternate History - Somewhere in between a historical story and a pseudo-historical. People's criteria varies so I am keeping it down to "Does something out of character for the era change history?" - So Napoleon being assassinated and a new timeline occuring is alternate history, but the French military developing or being supplied with machineguns would be pseudo-historical.
Okay, this is a list, and I want additions! A writeup would be useful, so people can go and read about it. /msg me and I'll check them out,
I'm not too sure about the X-Files episode (I think there's a better one but I can't remember). I'm also debating wether Back to the Future III
should be in there (the first one is a flat historical - Doc Brown messing with the DeLorean
really doesn't count for much!). Feedback on those appreciated.