Recommend me some TV mini-series?

I've enjoyed watching Generation Kill, Band of Brothers, Comanche Moon (really liked this one), John Adams, Hatfields & McCoys (really liked this too) and Pillars of the Earth.

I came across Camelot and The Prisoner, anyone know if they are any good?

I'm more interested in series that take place in olden times. I would really like some cowboy ones, those are my favourite. Historical ones are also great, not necessarily about war but of historical figures. Also Medieval ones are great.

I know there are a lot of hidden gems out there but they are not easy to discover, hopefully you can share with me some great ones.

Update:

I do watch Game of Thrones but I'm referencing to "mini" series which typically only has 3 - 8 episodes before conluding the story. I will check out those recommendations though.

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