World War I first make an impact on me through children's books. There I was, reading All-of-a-Kind Family, or picking up The Singing Tree after finishing The Good Master, or reading through to the end of the Anne of Green Gables books. And World War I would come howling down the tracks, whistle going full blast, as it tore in the world with no major outside events and left a deep impression on me about history and story.
You do not, in fact, have to fictional history to your world for all stories. A story can float out there with lots of local color but no firm connections to the greater worlds outside, because your characters don't have to have their attention on the greater worlds outside -- they've got lives of their own. The settings can take on an out-of-this-world air, no more firmly planted in time than a fairy tale. Usually you need to plant them more definitely in space, but that can be in a locale that itself does not have a firm outer world. (Not a story where you are trapped. That's one with a very firm outer world -- making it unreachable can make it very definite.)
Easiest in children's books, because the characters don't look as far. But some adult works also call for it. And it calls for a very light touch to pull it off. Especially since adults are more likely than children to be able to place a locale based on its local color, and these stories need local color as much as any story. But it can lend the tale a mythic color, if it works.