Alternate History novels are set in worlds where history has at some point in the past deviated from the real history as we know it - sometimes based on the multiverse theory. This can create a world that diverges greatly from our own or one that has subtle differences.
This genre also crosses over with that of Time Travel and can involve visits to alternative realities that each offer an alternative history.
Philip K Dick's The Man in the high castle
Lavie Tidhar's Osama
Peter Higgin's Wolfhound Century
Dave Hutchinson's Europe in Autumn