Even though Thoreau may seem isolated way out on Walden Pond, he's still only about a mile away from the center of Concord, MA, the town famous for the "shot heard around the world" that started the American Revolution. So, Walden gives us a sense of what pre-Civil War (a.k.a. antebellum) New England was like in the 19th century. We get a sense of the day-to-day lives of the mainly rural inhabitants, as well as a sense of how American industrialization was transforming life through such innovations as the telegraph and the railroad.
In fact, history permeates the area, even in isolated Walden Pond – from archaeological evidence of Native American tribes who used to live in the area to Thoreau's personal experience assisting runaway slaves and his objection to the Mexican-American War. Walden is a kind of an attempt to preserve, through words, the diversity of species and landscapes of the area before it disappears. And what a success story it is. Here we are, Shmooping about it over 150 years later.
Thoreau's historical references show that he's not as cut off from the world as he pretends to be.
Historical references help the reader understand how Thoreau's private experiment is relevant to the real world.