I know that I'm resuscitating rather an old thread here, but I find the topic extremely interesting, and maybe there are a few constant readers out there in the community who have found even more examples.
Anyway, here's my list (that's the ones I can remember right now):
1. H.J.Chr. Grimmelshausen, Der abenteuerliche Simplicissimus (1683/84)
Now that's a real classic, a masterpiece of German baroque literature, and it includes real tickle torture. The main character, Simplicissimus, watches his father's farm being sacked by marauding troops during the thirty year's war. There is a lot of destruction, rape and torture going on, but Simplicissimus' father, being the head of the household, gets a very special treatment. The soldiers bind him, rub the soles of his feet with salt and let the goat lick it off. Grimmelshauses gives quite a detailed (well, it's baroque, isn't it) description, and this is the only (quasi-) historical account of tickle torture I've ever come across.
2. Mika Waltari, The Sultan's Renegade (UK) or The Wanderer (USA) (1949)
I guess it's not the authors most popular historical novel, but it introduces a funny character: an elderly dignitary of the Osman empire, who's reputedly friendly and wise, but rumoured to have a peculiar vice: he collects beautiful slave girls whose job is to tickle their master's feet. And indeed, as the protagonist pays a visit, he can witness the procedure. - Now, before anyone becomes too envious, I should probably mention the fact that as highly placed Osman official of the time the old man had to be an eunuch.
3. Marcel Proust, À la recherche du temps perdu, Vol. 6 La Fugitive (In search of lost time, The Fugitive) (1925)
The Marcel-narrator (not to be confused with the author) is jealous (well, he's been so most of the time through five volumes already). He thinks that his girl-friend Albertine has left him because she prefers "the pleasures that women can give". And one of Mlle. Albertine's girl-friends talks quite freely about what was going on: she claims to have a quick and skillful tongue to delightfully tickle sensitive parts of Albertine's body, the neck, the arms, and -last not least- the soles of her feet.
4. Stanislaw Lem, Solaris (1961)
It's as good as science fiction gets. - The protagonist is sent out to investigate strange incidents on an alien planet. As it turns out, the planet's ocean is a living entity that creates human-like beings from the mind patterns of it's visitors. These creatures differ from real humans insofar that they're newly made, so there's no wear and tear, and particularly the skin on the soles of the feet is as tender as a newborn infant's. So, to make sure his re-appeared girl-friend is one of the planet's creatures, the protagonist tickles her foot. - There is a Russian movie that features this tickling scene (alas, for the briefest of moments). Hollywood did a remake, but I haven't seen that one, and I don't know whether there's tickling or not.
5. Eduard Mörike, Die Historie von der schönen Lau (1856)
You've probably never heard of him. He's a typical poet of the German romantic period (by the way, his poems are beautiful, and he's one of my favourites, but that's not the point here). Being a typical German romantic poet, he did satirical pieces and fairy tales as well. One of these fairy tales is about the "Beautiful Lau", a kind of water-nymph that lives on the bottom of a small but very deep lake. Unlike her distant relations, the little mermaid, Undine or Rusalka, Beatiful Lau has human feet to start off with, which is quite important for the story. - Poor Beautiful Lau is cursed, and she can't give birth to children unless she has laughed heartily five times. This is unlikely to happen, since she is unhappy with her fate and sad and depressive most of the time. Well, guess what? - Beautiful Lau leaves her lake to visit the local inn from time to time. The maid comes to dry off her feet, and doing so she touches Beautiful Lau's soles (the maid knows about the curse, so maybe she does it on purpose, the author is not quite explicit about that). This leads to hearty laughter, and thus the first step towards redemption is made. (I'd have tickled her five times, or any number of times, to complete the removal of the curse, but Mörike choose a different course of action...)