There are historical and cultural contexts that the students need to understand when studying Shakespeare’s later plays. Some of these are more obvious than others.
Henry VIII and family
One of the plays has quite a bit about Elizabeth I (Pericles, Prince of Tyre). One of the plays is thought to be about Anne Boleyn and her situation (Winter’s Tale).
Roman mythology
Even though I’ve studied mythology in classes many times over the years, I had to look up some of this. And for students who haven’t studied any, or don’t remember studying any, that’s going to be a problem.
Social class
Many students don’t understand the idea of a fixed social class. Since this was changing, becoming more fixed, during Shakespeare’s time, this is something to talk about. The students need to know how different the various classes were.
Genres
A good introduction to tragedy and comedy, as well as romance, will help the students immeasurably when they are studying. I really like Wheeler’s handout.