Recently I've read a couple of fiction works, whose names I won't mention, in which I could "feel the research." Perhaps you've run across something like this - a piece of prose with a historical or foreign setting in which you could do a tally of details and everything checked out correct, but somehow it felt effortful. Or though the setting was all present, the characters seemed to float on top of it rather than moving through it.
I could call this a problem of anachronism, but that usually implies something glaring that stands out and doesn't belong in its time period. This isn't something glaring. When I'm in my anthropological mood I'll call a piece like that "not culturally situated."
Very often, it's a problem of attitude. The author's research has given them the architecture, the physical details of rooms and everyday objects - but it hasn't had as big an influence on the way the characters think and speak. Small turns of phrase will stand out as wrong. Or it will be difficult for me to imagine how a person with the upbringing that this protagonist must have had (given the era/location) would reach a state of mind like the one the author wants us to accept. Straining against the status quo - a common phenomenon in a piece like this - is not the problem. It's the assumptions that underlie the WAY this person wants to challenge the status quo that make it successful, or unsuccessful.
Here are a few thoughts on how to avoid having a story that feels full of research, rather than seamlessly melting into the period intended.
1. Don't create an extensive checklist of "stuff." Have a key object or building here or there, and make sure to use of details that aren't obvious or easy - but don't overload the reader.
2. Move beyond Wikipedia. While it can be a wonderful and convenient source, Wikipedia will typically only give you one angle on your location or time period. Look for others, such as...
3. Look to literature or primary sources for inspiration. Literature written in the time period will give you a sense of the language used in your setting, and will also reflect the philosophies and attitudes of the time/location. Primary sources like personal accounts etc. can give you even more of this, if you can find them.
4. Watch your dialogue, judgments and internalization. Check expressions against the Oxford English Dictionary, if necessary, to know when they came into use. Check your characters' moods and the moods of your scenes, and how your characters define them. What words to they use internally to describe their own mental states? Do they reflect how people of that time and location would have described them? Or have any expressions crept in that are inconsistent with the culture or time period?
Even if you can only find one primary source or piece of literature to go on, it will make an enormous difference. In the Heian period in Japan people used to describe the shedding of tears as causing their sleeves to become wet, generally in a very gentle and pensive way. In another period, frantic weeping might have been attributed to hysteria. Nowadays we would describe such things entirely differently.
The setting you choose for your story is far more extensive than just a collection of objects, fashions, and architectural trends. It goes deep into the psyche and language of the people who populate it. When you capture that in your writing, the sense of reality you achieve will be far more powerful, and any departures from it will become far more striking.
It's something to think about.