The only exception that comes to mind is I, Claudius, and even there the men's hair does tend to look just a bit shiny and seventies-like. But the fact that I could watch it thirty years after it was made and not be immediately rolling my eyes at the women's hairstyles is a definite compliment to the costume/hair people. It really is a dilemma, though, especially as you go further back in time. Trying to recreate the real hairstyles on characters who are supposed to be raving beauties means you'll end up with a situation where you're trying to sell a modern audience on a court beauty who has plucked eyebrows and 100% of her possibly lice-containing hair hidden under a giant boxy hood. We just can't see it the way they did. On the other hand, there has to be some sort of middle ground between 100% genuine styles and something like Anne Of The Thousand Days where the styles probably looked dated forty-eight hours after its release.