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From Lord Chesterfield's letter encouraging his son to study history, a classic little essay on historical relativism, which he calls Pyrrhonism:

Nay, I cannot help carrying my Pyrrhonism still further, and extending it often to historical facts themselves, at least to most of the circumstances with which they are related; and every day's experience confirms me in this historical incredulity. Do we ever hear the most recent fact related exactly in the same way, by the several people who were at the same time eyewitnesses of it? No. One mistakes, another misrepresents, and others warp it a little to their own, turn of mind, or private views. A man who has been concerned in a transaction will not write it fairly; and a man who has not, cannot.

But notwithstanding all this uncertainty, history is not the less necessary to be known, as the best histories are taken for granted, and are the frequent subjects both of conversation and writing. Though I am convinced that Caesar's ghost never appeared to Brutus, yet I should be much ashamed to be ignorant of that fact, as related by the historians of those times. Thus the Pagan theology is universally received as matter for writing and conversation, though believed now by nobody; and we talk of Jupiter, Mars, Apollo, etc., as gods, though we know, that if they ever existed at all, it was only as mere mortal men. This historical Pyrrhonism, then, proves nothing against the study and knowledge of history; which, of all other studies, is the most necessary for a man who is to live in the world. It only points out to us, not to be too decisive and peremptory; and to be cautious how we draw inferences for our own practice from remote facts, partially or ignorantly related; of which we can, at best, but imperfectly guess, and certainly not know the real motives.

http://books.google.com/books?id=0_4kAAAAMAAJ&dq=do%20we%20e...

or http://www.gutenberg.org/files/3361/3361-h/3361-h.htm, but you'll have to ctrl+f for the text.