Fictitious history

The air has cooled, what with the arrival of September; and our finances, while tight, are being loosed ever so slightly. This last week, I even bought a new book – The Glory of the Empire by Jean D’Ormesson – the “history” of a fictitious realm.

There is a whiff of Tacitus in its first paragraph:
The Empire never knew peace. First it had to be built, then defended. From the depths of its history there arose the clang of axes, the hiss of javelins, the cries of dying at evening after battle. Neither the forests to the north and east nor the high mountains in the south were proof against attack and invasion. In the great fertile plains at the foot of the volcanoes, massacre succeeded massacre. To the west, the sea too brought its share of dangers: suddenly threatening sails, pirates, surprise assaults at dawn. On the Empire’s borders night never came without its escorts of dread and death. Even within, both in the country and in the towns, interest and passion raised up rival bands to fight for power with violence and arson. The Empire grew up on a foundation of flames and blood. … And peril came not only from men. Unbridled nature exacted a high price … Imagination hardly needed to improve on the horrors of the real.
(The last sentence is like when Agatha Christie has her characters say: “This murder is as shocking as a detective novel, but this is real life.”)

D’Ormesson is commenting on historiography’s patterns and pitfalls. Is there any other sustained work that does so by way of recording the “history” of an imaginary yet this-worldly realm? Le Guin’s Orsinia, perhaps? I’d be grateful to be told.