I finally finished reading The System of the World (Volume 3 of the Baroque Cycle) by Neal Stephenson, and I have to say that it was an amazing series to read. It's not a trilogy (per Mr. Stephenson, although he's resigned himself to people calling it that anyway), but rather 8 books published in 3 volumes. Neal Stephenson has an incredible gift for blending historical fact with his own fiction, and interweaving the two until not only is the majority of his story possible, you begin to think that it is quite plausable...almost a rewrite of history. The first two volumes Quicksilver & The Confusion provide the setup of the story, and introduce a multitude of characters in early America, and across England, France, Germany and Russia. The tales of each character twist and turn and interweave with the other characters, as they cross paths again and again. The System of the World brings the story to a climax (and then its anti-climax, rather than conclusion), and all of the characters come together in one way or another to a final resolution.
Neal Stephenson first (as far as I know) started using this writing style in Cryptonomicon, where he blended fictional characters into modern times as well as events surrounding World War II, codebreaking, and lost Nazi gold. The Baroque Cycle utilizes the ancestors of characters introduced in Cryptonomicon, as well as utilizing some of the same fictional places as well.
All in all, the Baroque Cycle was an excellent read.