At any stage of a history course, you can get students to write a letter on a particular subject, and get them to show their understanding of an historical situation by adding parameters such as the audience they are writing for, the perspective they write from, and so on.
Look at some of the earliest letters we have from the Roman fort at Vindolanda (at the British Museum website: tinyurl.comlvdzl or Vindolanda and Roman Army Museum site: www.vindolanda.com).
Ask pupils to create their own letters from the fort, before having a bit of fun burying them and digging them up a week later to see whether they can still be understood!
Ask students to imagine they are using the new Penny Post to describe the wonders (or horrors) of industrialisation to a country cousin.
Take the inspiration of Martin Luther King's open letter and write something similar about a different theme, even something which moves students today.
Look at key letters, especially forgeries. You can examine the Darnley question at www.learningcurve.gov.uksnapshotssnapshot02snapshot2.htm
or the 20th century Zinvoviev letter at www.learningcurve.gov.ukcoldwarG1cs2default.htm