What little I have read of Guy Gavriel Kay seems to suggest he creates a deep history for the worlds/eras he is writing about.
Deep history, harkening back to mythic beginnings, is at work in Robert Holdstock's Mythago Wood series. You also get a sense of the layer upon layer effect of new civilizations built upon the lost remnants of the old and forgotten in the world building of Joan Vinge's Snow Queen and Cat series.
If you are interested in a few SF examples, Stephen Baxter's Evolution is a stand-alone that explores human evolution from its primitive beginnings to eventual extinction. Frederick Pohl's Heechee series is another that uses mysterious artifacts from ancient civilizations long gone as a plot device (Gateway being the first).
Dennis L. McKiernan's Mithgar series fits the criteria for deep history
Michelle West's "Cast Series and especially the "Sunsword Series have a rich sense of history.
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