Alternate history stories are compelling to read or watch, and they also make for really fun video games, but creating alternate history art seems hard for an artist to do well.
For one thing the viewer would have to know which historical period or event the artist is referencing, and then the whole thing would have to be rendered realistically enough to visually tell the tale for you.
Jakub Rozalski's paintings have all of the elements of a perfect alt history art piece in place, visually transporting us to another time that never truly existed, at least not in our dimension.
For instance- what would Poland's January Uprising of 1863 against Russian rule have looked like if the Polish insurgents used mechs to help them fight for freedom?
For French speaking people I recommend the Jour J comics series
http://www.editions-delcourt.fr/special/jour_j/