So, I'm just gonna bump this thread, since we've learned quite a bit more;
Saber:
[video=youtube]https://www.youtube.com/watch?v=xCjMABqWdEM[/video]
Consensus seems to be she's Attila.
There's also the Saber Lily (the Princess of Knights) and I think Joan of Arc (probably Ruler).
Lancer:
https://www.youtube.com/watch?v=zq8xvX4q_Rc
Pretty clearly Scatach, who's sure to have some interesting scenes with Caster Chuchulainn.
Archer:
https://www.youtube.com/watch?v=hMu7YeuZEuU
Consensus is that this is Arjuna.
Rider:
https://www.youtube.com/watch?v=8fataZFCI8w
This is apparently Yoshitsune. That costume, though. She's barely wearing anything.
Berserker:
No video as of yet. He's shown talking about Nero and calls her his cousin, though. In all likelihood he's Caligula.
Berserker 2:
https://www.youtube.com/watch?v=HR1h2UG-xEE
Clearly Darius III, with how he mentions Iskander and looks like the dude from 300.
Caster:
https://www.youtube.com/watch?v=ZpW4UpqMcJ0
There's some doubt about who he's supposed to be, but as far as I've seen, the theories are the Mad Hatter, Faust and Mephistopheles, Guy Fawkes, or, the greatest hero of all: Johnny Depp.
Assassin:
https://www.youtube.com/watch?v=4NJGm2lWtKk
Hyde and Jekyll. Also appeared in Prototype as Berserker.
Shielder?:
Rejected heroine from the original VN, but will make an appearance here, apparently. No real theories about who she is.