Ruled Britannia, by Harry Turtledove.
This is another of Harry Turtledove's alternative history novels. In this case, the Spanish Armada succeeded in the late 16th century, and Spain has taken over England. This is the time of Shakespeare and Queen Elizabeth, and Shakespeare ends up involved in politics and intrigue – what will become of England?
It's good fun – lots of small changes in plays and titles, and lots of witty dialog and snaps in a Shakespearean style.