Arrgh! Kay's Fionavar was even one of the ones I *meant* to list as additionals... I just forgot it between starting the post and finishing it. Heh. Definitely another vote for Fionavar. Tigana deserves a vote, too, but it's not really an epic (being only one book, and all).

As for being steeped in history, some series mentioned seem to be more about the creation of history than being steeped in it themselves (Feist's Riftwar, for instance; they're early history of the Midkemian game world... The Shannara books seem that way too, from what I've been told; I have a completely unreasonable distaste for them, and won't read them myself... Amber is kinda by its very nature about creation of history).

Oddly enough, IMO Valdemar started out as just a series, and *became* steeped in history when she started writing some of the history in other books.

While Brust's Taltos books might seem to just be a series (especially given the noir-ish feel the books have), Brust sneaks a grand scale in behind Vlad's back, and sneaks more history in there than one expects in that style of book. This series always struck me as a kind of "hidden" epic, even before the publication of the related Khaavren "historical" books.

So I think that while your opinion of what makes a series "epic" is pretty much right on the money, I think there are some books that push the boundaries of those criteria.