They certainly do! - have just finished a 1940s Charlotte Yonge tribute novel in which the research is definitely showing (especially the conversation, or rather monologue with interjections, about the introduction and development of ironclads in the Royal Navy). Immense amount of period detail of the kind that would never have featured in the original! (just as anyone writing a novel now, set in Jane Austen's days, would be obliged to mention the Napoleonic Wars.)