I'm in the same boat as you. From my discussions with my professors, I've gathered that it's technically possible, but here's some stuff to consider.

1. Does the field I want to work in have many openings available? The answer to this is more than likely going to be no. I say that not as a discouragment so much as something to consider.

2. What schools are the best in my field, how can I get into them, and how can I pay for them? Its essential to get into some sort of grant or scholarship program. Some schools are easier to do this with than others, but it's essential that you do this or else you'll only get yourself in debt.

3. Langauges? You're working with primary sources most of the time for research and most schools require you have about 3 years experience with the language of your area (schools also ask for bilingualism even if you're studying American or British history, although it doesn't seem as essential)

Theres more to mull over, but this is a good start, and I hope others who have gone much further than I have more to offer.