Generically, those historical figures you find interesting were often interesting during or shortly after their time period. Let's take Hitler as an example. He authored an autobiography, (Mein Kampf) 20 years before his death. His speeches were recorded or written down when he gave them (See Baynes for early Hitler and Domanus for late Hitler). Finally, biographers interested in him were able to get first-hand accounts of interactions because even if the scholarship began after the principal's (Hitler) death, many who knew him personally or lived under his effects were still around and able describe it (Bullock's biography was published in 1952, 7 years after his death).