Here's a map of historical locations I found in Assassin's Creed Odyssey. After the discovery, these places will be marked on the map that is available in the game. There are also a few places that, after the discovery, for some unknown reason are not marked on the in-game map.
Note: I for sure have not found all the locations, so if you know other historical locations and you like to share your knowledge, please post a comment and I will try to add your discovered location to the map.