I was thinking about writing a short story depicting a real event that took place over 2000 years ago. I'm not using any real person, but I am using the place and it's surroundings. I've seen plenty of books, movies and songs being about the event, but wanted to be 100% sure that I'm not breaking any laws regarding it.
No one owns a copyright or trademark on historical events, especially ones that happened way before copyrights or trademarks were invented. There is no reason why this would be illegal. (Note: I have not checked every one of the nearly 200 nations for laws against this, but anywhere where the internet is legal I'm sure history is too.)
As others have pointed out in comments some nations do have laws against blasphemy or distorting history (I'm guessing you can get away with the latter if you clearly label it fiction(?)), if you live in North America or Europe it's probably not an issue though, but you may want to check the freedom of speech laws for your country.
My first impulse is to agree with DJSpicyDeluxe. No one "owns" an historical event. No one can sue you for copyright or trademark violation for saying that Caesar Augustus became emperor of Rome or some such.
No one owns a copyright in facts. You can only own a copyright in how you express facts. That is, if, say, a newspaper prints a story about the president visiting Ruritania, if you were to copy their words exactly or very closely and claim you wrote it, that would be copyright violation. But if you describe the same events in your own words, that is not copyright violation. The newspaper doesn't own the fact that the president visited Ruritania, they just own the story they wrote about it.
But that said, depending where you live, some countries have laws against criticizing the government or government-favored religions. If you discuss the life of Mohammad in a way that makes Mohammad look bad, you could get in legal trouble in most Muslim countries. If you describe some atrocity committed by the government, even if it was centuries ago, that can get you in trouble in some countries. Like, if you live in Turkey, you must be careful what you say about the genocide of the Armenians. Conversely, in Germany you can get in legal trouble if you speak positively of the Nazis.
So really, I think to answer your question we'd have to know where you live, what historical event you want to talk about, and how you want to present it.