Most antiquities scholars think that the New Testament gospels are "mythologized history." In other words, based on the evidence available they think that around the start of the first century a controversial Jewish rabbi named Yeshua ben Yosef gathered a following and his life and teachings provide...
I think that this is true for ancient and medieval history, but ever since the printing press we’ve got massive amounts of contemporary primary sources. So it’s not like we cannot say with certainty what happened during World War I, World War II, 1930s Germany, civil rights movement, etc.