TV Series:
The Borgias (2011)
War & Peace (2016)
The Tudors
There aren't many good modern movies about eu4 timeline sadly...
Borgias - the European turned Netflix version is better in my opinion, having seen both. It's largely far more historical and eschews some of the soap-operaism that plagues the Jeremy Irons version (which is still great btw). It might take a while to get used to Rodrigo/Pope Alexander VI speaking in an American accent while everyone else ranges from RP to their natural French/Dutch/German/Italian accents, but believe me that John Doman (who also recently portrayed notorious Capo di tutti Cappi Carmine Falcone on Gotham) will grow on you if give the show a chance.
I'd also throw in other examples like:
Rob Roy (1995) -early 18th century Scotland, lead up to 1715 Jacobite Rising (which is otherwise mostly forgotten by everyone in favour of its successor in 1744-46 with Culloden). It's a far better film and an actually semi-accurate depiction of Scottish history than Braveheart and released the same year. It's a shame Tim Roth didn't win Best Supporting Actor for his villainous portrayal
Henri IV (2010): French/German semi-historical drama about the life of Henri IV of France and the French Wars of Religion. Apparently "La Reine Margot" is more highly regarded, but I certainly enjoyed this one as well.
Muhteşem Yüzyıl (The Magnificent Century) (2011): Turkish semi-historical drama (although apparently fairly soap-operaish and arguably somewhat propogandised) about Suleiman the Magnificent.