Here’s a nice — if not overly deep — painting guide to ancient and medieval armies.
Ministories has a step-by-step photo story on how to paint a regiment of American Civil War confederates.
Quindia Studios has a basic American Civil War painting guide.
The Blunders on the Danube blog has a large number of pages dedicated to the uniforms of various nationalities during the Napoleonic Wars. A neat touch are the photographs of figures the author painted.
The Paint Machine Blog has an excellent, multipart tutorial on painting ancient spanish scutarri. A nice touch is that he tells you how long it takes to paint each step.