Is there a wargame like Warhammer and Warhammer 40k by Games Workshop but with actual, real-life battles?
There are a virtually unlimited number of wargame systems out there dealing with historical situations. There’s even a series of Warhammer historical games, like for Ancients, WWI and others if you’d like to use that basic system. What kind of game depends mostly on what era you’re interested in and what you can get other people around you to play. For WWII, Flames of War is pretty popular at the moment, but there are many many games for many periods out there. Figure out what era you want to do, then poke around. You’re almost certain to be able to find rules and miniatures for whatever you’re looking for, from ancient Romans to the Crusades to the English Civil War to American Civil War to 1920’s Chinese warlords to Vietnam to modern-day.