Thanks to Facebook, I recently found a link to webpage with a large collection of photos of cross-dressed men going back to the 19th century.
http://www.viralyak.com/vintage-photos-drag-queens/
We've mentioned cross-dressing on this blog before:
While the link above concentrates on men who defied contemporary gender norms, some of the following stories are about women who did so too.
We can't say now how any of these individuals identified. It is possible that some of them may have thought of themselves as being in some category akin to the present concept of transgender, but there is no evidence about their inner feelings.
Johannes Richer, or Eleanor, was a cross-dressing prostitute arrested in 1395.
http://lgbthistoryproject.blogspot.co.uk/2011/11/johannes-or-eleanor.html
In December 2011, I found an image of the Servants' Ball of 1938 in The Metro.
http://lgbthistoryproject.blogspot.co.uk/2011/12/annual-servants-ball.html
In the early 18th century, there was Mother Clap’s Molly House.
http://lgbthistoryproject.blogspot.co.uk/2012/01/mother-claps-molly-house.html
See also:
http://lgbthistoryproject.blogspot.co.uk/2012/04/mollies-club-1709-1710.html
In the early 19th century, Anne Lister, considered one of the first modern lesbians, regularly dressed in masculine clothes.
http://lgbthistoryproject.blogspot.co.uk/2012/02/knowing-your-own-heart.html
http://lgbthistoryproject.blogspot.co.uk/2014/02/jack-lass.html
James Miranda Barry was a physician and Inspector General of Hospitals in the 18th century. Upon his death in 1865, his charwoman was laying out his body and discovered his body was physically female.
http://lgbthistoryproject.blogspot.co.uk/2012/02/james-barry-inspector-general.html
http://www.exploreyourarchive.org/explore-your-archive-the-strange-case-of-dr-james-barry.asp
Fanny Park & Stella Clinton (aka Ernest Boulton and Frederick William Park) were the subjects of a notorious trial in 1870.
http://lgbthistoryproject.blogspot.co.uk/2012/02/curious-case-of-lady-stella-and-miss.html
http://lgbthistoryproject.blogspot.co.uk/2013/01/fanny-and-stella.html
http://lgbthistoryproject.blogspot.co.uk/2013/07/a-plaque-for-fanny-stella.html
Then there are the Sisters of Perpetual Indulgence, radical drag nuns.
http://lgbthistoryproject.blogspot.co.uk/2012/02/sisters-of-perpetual-indulgence.html
Billy Lee Tipton, a 20th century jazz musician, lived as a male.
http://lgbthistoryproject.blogspot.co.uk/2012/02/billy-lee-tipton-1914-89-jazz-musician.html
French diplomat and spy, the Chevalier d'Éon lived in the 19th century. There was a great deal of interest in their gender; at different times, they lived as a male and a female.
http://lgbthistoryproject.blogspot.co.uk/2012/04/chevalier-deon-patron-saint-of.html
Eugene Falleni would certainly be considered today to be a transgender man; things were different in Australia at the turn of the 20th century.
http://lgbthistoryproject.blogspot.co.uk/2013/03/the-story-of-eugene-falleni.html
Colonel Barker (or Valerie Arkell-Smith) was a cross-dresser who posed as a Royal Air Force officer after World War One.
http://lgbthistoryproject.blogspot.co.uk/2014/02/colonel-barker.html
In the Victorian and Edwardian music hall, there were a number of male impersonators.
http://lgbthistoryproject.blogspot.co.uk/2014/02/male-impersonators.html
That should be enough to keep you going...