Shakespeare's "Antony and Cleopatra" is one of the more historically accurate of Shakespeare's plays. His original audience would have been quite familiar with the events presented in the plot, so it is likely that Shakespeare chose for that reason, to keep things as close to the truth as possible. Therefore, instead of focusing on the action surrounding the Roman Empire in this play, Shakespeare chooses to employ his literary license in presenting the love story behind Antony and Cleopatra.
The play itself is set in the Roman Empire about two years after the reign of Julius Caesar. Octavius Caesar and Mark Antony have defeated Brutus and Cassius, and joined with one other, Lepidus, to create a Triumvirate (or three-man government). The other primary character of course is Cleopatra, Antony's lover and queen of Egypt.
It is said that Shakespeare drew most of his historical facts from the "Life of Marcus Antonius" which is contained in Plutarch’s Lives of the Noble Grecians and Romans. This historical text was translated into English by a man named Sir Thomas North and Shakespeare used much of this translation, almost directly it seems, in his play.