If I’m not mistaken, the first serious study was done in Iceland because the population had been fairly static for 1,000 years and they had good genealogy records. I recall seeing an article about it @10-12 years ago in the NY Times. From there we can surmise genetic study has expanded into archeology and other like fields. Going back to the Roman period though is quite an advancement.
When the 400th anniversary of Jamestown was rolling around, the Jamestown Foundation sponsored a new dig to try and find the original triangular fort. It was believed to be under water, but was found almost completely intact on land. The digs uncovered a lot of new information about the first years of the colony.
The first few years there were awful and a large majority of the settlers died of various causes, both natural and unnatural. In particular, one gravesite was found that was believed to be one of the prominent original colonists named Gosnold who was pivotal in the first year. Genealogy research of his family was done in England and two potential ancestors were found. For the first time ever, the Anglican Church gave permission for a limited exhumation of both graves for testing. Unfortunately due to time and renovations to the two church gravesites, it could not be determined whether they had found the correct graves there. That was a few years ago, I don’t know if they were ever able to confirm Gosnold’s genetic identity but I know they have concluded the body found was probably his.
In spite of this apparent failure, this represents a real opportunity to advance historical studies. For example, through a comparison study of the Gullah language on the South Carolina coast (a slang language spoken by African Americans passed down from the time of slavery) located the approximate location of origin from Africa by comparing some of the non-English Gullah words with African languages. These kinds of genetic studies could probably be done to further this sort of comparison even more precisely. Seemingly lost information recovered through the advancement of science.