In the last two episodes of Season 3, this much was historic fact:
- Pope Alexander welcomed Jews expelled from Spain by King Ferdinand and Queen Isabella, and made good use of their talents (though not by cornering the sulfur market). He also promised a crusade against the Turks with the funds collected from pilgrims during the Jubilee of 1500, but in fact used the money to supply the papal armies headed by his son Cesare. There is no evidence he wanted to make the papacy hereditary, but he likely planned to carve a hereditary state for the Borgias out of the Papal States (re)captured by Cesare.
- Cesare killed Lucrezia’s second husband, Alfonso, despite Lucrezia’s desperate efforts to save him, though not in the manner shown by the miniseries. He also captured Forli and Caterina Sforza, as a minor prelude to a larger military campaign to recapture the Papal States, ostensibly for the papacy and certainly with his father’s encouragement and consent. And Cesare also killed the young noblemen who betrayed him during this campaign, one after another, though he did not set any of them on fire.
Everything involving Lucrezia in these episodes, except for her husband’s murder by Cesare, is fictional. See http://maryannphilip.com/lucrezia-borgia-poison-king-naples-musings/
If you would like to know the real history, including the extraordinary history of Caterina Sforza and how Alfonso was really murdered, read my .99 cent e-book, A Borgia Daughter Dies,($7.99 paperback), which is getting great reviews on Amazon, see http://www.amazon.com/A-Borgia-Daughter-Dies-ebook/product-reviews/B007WONQV2/ref=dp_top_cm_cr_acr_txt?ie=UTF8&showViewpoints=1. Versions for Nook/Apple and other miscellaneous e-readers are available at http://www.smashwords.com/books/view/151617.