A significant part of the problem is that there is no way to absolutely prove anything about how warfare was conducted in the past, there are just 'best fits' from the evidence that remains, and since not everyone agrees on the 'best fit' you end up with competing theories as much in academia as in the popular imagination. The impulse to 'generalise' also tends to skew things, as warfare was not only practiced differently over time, but in different locations at the same time. For instance, the common twelfth century practice of taking and ransoming prisoners in France was not at all common in Scandanavia.
Basically, the idea here is to discuss what possible interpretations of historical combat exist, and what rules you might consider implementing to suggest that reality in Castles & Crusades. In some ways this thread anticipates Mike's Castellan's Guide to Arms and Armour, but it should be understood that history is not a discipline with absolute answers, so where contradictions arise, it is most probably the result of a different interpretation of the extant evidence.
Anyway, so me and Zombiehands have got a couple of interesting debating points going...
Spears (or Pole Arms) and Bows were generally the primary battlefield weapons of any given army
What about the Romans? This question very much revolves around what happens during the course of a battle; how much of the fighting is actually hand to hand, and how much is maneouvering around and chucking stuff at each other? We know ancient and medieval battles lasted hours, but we don't know what those hours consisted of. The point in a spear or bow is to hit the enemy before they hit you, or to weaken and demoralise their lines so that a charge will cause them to break. A few minutes of hand to hand combat is likely all an individual soldier will be capable of on the battleline without becoming exhausted from the effort.
The Roman Army was itself a composite force in just about all periods of its history. Roughly one half of any given army would be made up of auxillaries, and the organisation and appearance of the Roman legionary differed over time. The 'classic' or imperial legionary, armoured in lorica segmentata, armed with a very short gladius and two pila, was an animal of the early principate and empire (say 31 BC to 180 AD). The evidence of Trajan's Column has led some historians (Adrian Goldsworthy, I think) to go so far as to suggest that the legionary did very little fighting by at least 70 AD, being instead primarily engaged in siege works.
The up and down of this is that "not their primary battlefield weapon" is not the same as "not their primary melee weapon". You wouldn't expect a Roman legionary to fight in melee with a pilum (though this was not unknown, Caesar narrates one occasion where pila were used like spears to fend off enemy cavalry), but nor should we be trapped in the 'legionary paradigm' where the only weapons a legionary has available are the javelin, short sword, and dagger (and maybe throwing dart). That's just the paper set up. The entire tenth legion was apparently mounted in Caesar's time!
Similarly, the Saxon shield wall was an interestingly varied structure. Whilst the Bayeux Tapestry is hardly incontravertable evidence, the Saxons can be seen there throwing axe, mace, and spear at the oncoming Norman cavalry, of whom only two or three figures have their lances couched rather than held over arm or being thrown. Most accounts of Hastings have the Normans making numerous attacks on the shield wall, but few depict knights actually charging home into the Saxon line; for one thing, even battle trained horses shy away from such things, but more importantly, it's just bad tactics. The actual aim of the attacks was to lure the Saxons out of their shield wall or disrupt it to suffiicient degree that the Normans could get in amongst them. Consequently, you have Norman Knights riding up to the shield wall, throwing a lance and turning back, whilst supported by archers.
What heavy Norman foot there was (which was probably formed of dismounted knights) would probably have fought much like their Roman predecessors, sword and shield, but committing them would have been a perilous action, since they couldn't escape at the same rate as the horse if beaten back; in the end, the retreat of combined horse and foot seems to have been the impetus for the Saxons to break their lines.
Two Handed Axes
These are thought to be the signature weapons of the eleventh century Anglo-Saxons, and the Dane Axe has longer roots than that. Depictions of Vikings typically include axe, spear, sword, and knife, though the axe is not necessarily of the two handed type. Whilst the two handed axe went out of fashion after Hastings as one of the most visible weapons of the warrior elite, axes of various types continue to be used in warfare, with Richard Coeur de Lion reputedly using one. Certainly, the axe is visible in the mid thirteenth century Maciejowski Bible:
...but more as a variation on a theme than as a weapon with a different purpose than a sword. As with Roman Soldiers, a Norman or Frankish Knight was expected to be conversant with more than his signature weapons.
As the period develops and the shield becomes increasingly small or is discarded altogether, the axe in various forms becomes a more common weapon amongst armoured knights on the battlefield.
Castles & Crusades
So, what has all this rambling got to do with how we play Castles & Crusades? Well, to a large extent that depends on the reader, what they accept as historically authentic, and what degree they want to see that reflected in their campaign setting. As Zombiehands has pointed out, the typical four to six character adventuring party may not get much out of this sort of information, unless they employ a number of Hirelings and Henchmen (or, have AD&D like followers and domains by Level Nine, in which case you may need a whole different rules system).
Perhaps, what this sort of information represents is grounding for your campaign world. Some knights will be pompous gits with no respect for the value of footmen on the battlefield, but if you don't want to play to that (rather insane) stereotype, then it is useful to have some idea of what the value of footmen actually is. Similarly, a fighter who knows what the advantages of a two handed axe actually might be, and what it could be like to fight in the shield wall, strikes me as more believable than one who only knows how to fight as an individual.
When it comes to portraying NPCs and Monsters this sort of authenticity can go a long way to presenting them in a believable way. Maybe the Orcs of Mal Drac are ill disciplined raiders, easily scattered by mounted horsemen, whilst the Orcs of Del Grad are well disciplined and form shield walls to resist such attacks. Perhaps they have mail clad great axe wielding Orc champions who rush forward from the shield wall to engage enemy horsemen who stray too close to cast their javelins.
Similarly, historical events can serve to inspire analogous stories of past victories. Perhaps the aging soldier Dragos Ironhand likes to recount his version of the blood charge on the plains of Raldrek. "We stood stoically upon the field, drawn up in our shield wall, enduring the barbs of the enemy for nearly two hours. Each time they rushed forward to deliver an attack, they became bolder, daring to come closer each time. That was their mistake, they thought we would always passively endure their attacks. At last they came too near, the horns were sounded, and a thousand voices replied. We rushed upon them and they broke, turned their backs and fled before the onslaught. A red day."
Even just as a resource for tweaking the rules, historical precedent can be a valuable resource. Always thought light maces should be throwable weapons? Well, the Bayeux Tapestry would seem to agree with you. You think two handed weapons got a raw deal compared to weapon and shield, well Dane Axes look pretty deadly, maybe give them +1 to hit. Why would a fighter ever bother carrying a dagger around (I suppose he coud throw it)? Well, take a look at the Maciejowski bible and see how they could be used...

There is a lot of fun to be had from mundane historical 'facts and theories', though we should all be wary of coming down too hard on the 'this is absolutely true' side of things. Anyway just some thoughts to stir things up a bit.
Useful Websites
Roman Army Talk
Roman Military Equipment
Hurstwic
Regia Anglorum
Some Interesting Articles
Philip Rance, 'The Fulcum, the Late Roman and Byzantine Testudo: the Germanization of Roman Infantry Tactics?'
Fernando Quesada Sanz, 'Not so different: individual fighting techniques and battle tactics of Roman and Iberian armies within the framework of warfare in the Hellenistic Age.'
John W. Eadie, 'The Development of Roman Mailed Cavalry,' The Journal of Roman Studies, Vol. 57, No. 1/2. (1967), pp. 161-173.
Philip Sabin, 'The Face of Roman Battle', The Journal of Roman Studies, Vol. 90. (2000), pp. 1-17.
John France, 'Recent Writing on Medieval Warfare: From the Fall of Rome to c. 1300' The Journal of Military History, Vol. 65, No. 2. (Apr., 2001), pp. 441-473.
David Nicolle, 'Medieval Warfare: The Unfriendly Interface,' The Journal of Military History, Vol. 63, No. 3. (Jul., 1999), pp. 579-599.
Michael Prestwich, 'Miles in Armis Strenuus: The Knight at War' Transactions of the Royal Historical Society, 6th Ser., Vol. 5. (1995), pp. 201-220.
Jean Scammell, 'The Formation of the English Social Structure: Freedom, Knights, and Gentry, 1066-1300' Speculum, Vol. 68, No. 3. (Jul., 1993), pp. 591-618.
Sally Harvey, 'The Knight and the Knight's Fee in England,' Past and Present, No. 49. (Nov., 1970), pp. 3-43.
J. O. Prestwich, 'The Military Household of the Norman Kings' The English Historical Review, Vol. 96, No. 378. (Jan., 1981), pp. 1-35.
Clifford J. Rogers, 'The Military Revolutions of the Hundred Years' War' The Journal of Military History, Vol. 57, No. 2. (Apr., 1993), pp. 241-278.
John Gillingham, 'Thegns and Knights in Eleventh-Century England: Who Was Then the Gentleman?', Transactions of the Royal Historical Society, 6th Ser., Vol. 5. (1995), pp. 129-153.
Kathryn Faulkner, 'The Transformation of Knighthood in Early Thirteenth-Century England,' The English Historical Review, Vol. 111, No. 440. (Feb., 1996), pp. 1-23.
Monika Otter, '1066: The Moment of Transition in Two Narratives of the Norman Conquest' Speculum, Vol. 74, No. 3. (Jul., 1999), pp. 565-586.
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