Each of Shakespeare’s historical dramas can be read as an independent piece, of course. Many are masterpieces, and even the worst of them is excellent. Fortunately, Shakespeare never let facts get in the way of a good story. Clearly reading his plays is not the best way to study history. That said, the arc of his works does cover a large chunk of English history. Reading the plays in chronological order (see below) is ultimately a very rewarding experience.
1) King John (1199-1216)
2) Richard II (1377-99)
3) Henry IV parts 1 & 2 (1399-1413)
4) Henry V (1413-22)
5) Henry VI parts 1-3 (1422-61)
6) Richard III (1483-85)
7) Henry VIII (1509-47)
Also, check out “Holinshed’s Chronicle as used in Shakespeare’s Plays.” The 1587 reprint of Holinshed’s “Chronicles of England, Scotlande, and Irelande” was apparently a sourcebook of sorts for Shakespeare, and certain phrases from it are repeated in several of his plays almost verbatim. Editors Allardyce and Josephine Nicoll selected and reordered sections from Holinshed’s vast work, indicating the acts and scenes related to those sections. It’s a fascinating comparison.