The scholars have weighed in and overwhelmingly agree that the Megillat Esther story is largely fictional. But although consensus is that it cannot be treated as an accurate historical account, this is not to say that there is absolutely no historical basis to any of the events therein.
I'm going to leave the scholars behind now, and mention one section that never felt quite right to me. And Haman recounted unto Zeresh his wife and all his friends every thing that had befallen him. Then said his wise men and Zeresh his wife unto him: 'If Mordechai, before whom thou hast begun to fall, be of the seed of the Jews, thou shalt not prevail against him, but shalt surely fall before him.' (Esther 6:13.)
Let's assume for the moment that the Anshei Knesset HaGedolah wrote Megillat Esther with nevuah (see Baba Batra 15A; alternatively the writing of it is sometimes attributed to Mordechai with the Great Assembly giving it canonical status) and was therefore privy to this private conversation that was held in Haman's house. Does the conversation itself sound at all authentic? That a group of rabid anti-Semites whose mission it was to completely destroy the Jews agreed that one could not prevail against them? Furthermore, the literal reading suggests that somehow they weren't even certain that Mordechai was Jewish!
I'm sorry, the whole thing sounds phony and more like a self-aggrandizing statement that a Jew would write about his own nation, and not something that a Jew-hater would say.
Nevertheless, there is one intriguing notion that solves this, and a number of other, problems in the Megillat Esther (although, admittedly, it creates other problems.) And that is that Mordechai was a court insider currently out of favor with the king. If we look at the Megillah as a complex political interplay, then much more of it makes sense.
Mordechai is listed in Ezra 2:2 as one of the leaders that went back to Eretz Yisrael during the first wave under Cyrus, so even without Talmudic and Midrashic accounts it is likely that he held a high status even in Persia. We know that the Persian empire was tolerant of the diverse cultures of conquered nations (exemplified by the original decree of Cyrus allowing the rebuilding of the Temple and the return of the Jews to Israel) and it is quite possible that Mordechai - even before his elevation (Esther 8:2 and following) - held a politically powerful position in the court of Ahashuerus.
How did Mordechai hear about the Bigthan and Teresh assassination plot? Just as a casual bystander overhearing a private conversation? Or was he privy to inside information? Why was Haman so incensed that Mordechai didn't bow down to him? Because Mordechai was previously in favor with the king and Haman saw him as a threat to his own political aspirations! Why did Haman want to destroy the Jews? Because Mordechai still had sympathizers and it would have been easier - in a perverse way - to have him be just one more of the victims of the genocide rather than attempting to have him killed in a more direct manner. And perhaps there were even Jewish sympathizers among Haman's wise men and that verse 6:13 was both stated by one of them and later recounted to Mordechai (although this certainly doesn't explain why the pasuk implies that Zeresh also was included among those who made the statement).
Next time you read Megillat Esther, read it with this theory in mind. I've only touched upon a few points, but there are numerous other details in the Purim story that can be explained by this idea.
(See also The Dawn: Political Teachings of the Book of Esther in which a somewhat similar notion in mentioned on pages 29ff. I haven't read much of the book and therefore cannot recommend it outright, much of it is available for free on Google Books.)