The Grail War revolves around a battle between seven magicians and seven summoned warriors of significant importance in history. While the nature of its plot had Fate/Stay-Night playing cloak and daggers with the identity of these heroic spirits, it also unfortunately limited just how deep we explored their characters. By contrast, the majority of Fate/Zero has centered on this, exploring all but two of the heroic spirits summoned to great degrees. (I will be spoiling the identity of the heroic spirits summoned below in my analysis below. I will however be skipping Saber and Archer since Fate/Stay-Night actually did a good job of fleshing them out as characters compared to the other heroic spirits.)
Lets start with the heroic spirit that the show treats in the most comical way: Caster. In this case, its not his character or his personality that I paid the most attention to. Rather it's his face. Caster's true identity is Gilles de Rais, a leader of French army in the 1400s as well as a companion of Joan of Arc. In his later life (of a short 36 years), he was involved in the occult and was convicted of sodomizing and murdering large numbers of children. He was also however one of the suggested inspirations for a French folktale called "Bluebeard" in which a character by the name of Bluebeard was also a serial killer. One of the illustrated artwork of the story had Bluebeard depicted with a pair of very bugged out eyes. The resemblance between that image and the Caster of the show is certainly no coincidence, and brought me much entertainment.
Next we have Lancer, or Diarmuid of the Love spot, a figure that appears Irish mythology. In life, he was blessed (cursed) by a woman he slept with with a love spot on his forehead that would cause any woman who looked at the spot to fall in love with him. The one that ultimately did was one by the name of Grainne, the fiance of one Fionn Mac Cumhaill, a major lord within Irish mythology. The two would run away with each other, but would eventually return after Fionn pardons them. However, Fionn's grudge never subsided and when Diarmuid was badly injured by a giant bore on one of their hunts, he would refuse to help heal him, letting him die. This helps explain why his greatest within the anime is to, with a second chance, serve a new lord loyally, and how tragic it is that history is repeating itself despite his best intentions as Sola-Ui falls for him to the point where she is willing to cut off El-Melloi's arm. (Fun fact: Diarmuid had two swords given to him by his foster father by the name of Great Fury and Little Fury, which is probably where the anime derives his dual wielding spear style.)
Rider's true identity is Alexander the Great. Iskandar is the Persian version of his name, one of the empires he conquered during his reign. In life, he was an incredibly charismatic person by all historical accounts that managed to garner the unquestioning loyalty of his troops despite their diverse ethnic make up. Rider's larger than life personality is what makes him one of my favorite characters in the show and it's a good image made of a man that was taught at birth by his mother that he was destined to conquer the Persians. He was an impulsive man, but also a fan of reading and verbal debates, something shown in the latest episode. He also really liked to drink, as also seen in the latest episode.
Lastly, we have two servants whom the story has yet to shed much light on: Berserker and Assassin. However, for spoilers sake, I can tell you that Berserker's identity is Lancelot. This fact should make for delicious, delicious drama for obvious reasons. In life, Lancelot slept with King Arthur's wife and was one of the biggest reasons for the fracture of the Knights of the Round Table. In the anime, Saber reveals one of her knights cursed her lack of human empathy, and left. I wonder who that could be.