We have, in the modern day, no shortage of movies which feature characters from the Medieval period of European history engaged in combat, with swords, cavalry, and arrows. Do we have any historical documentation that describes the way that such a character may have trained and fought with his weapons, on an individual scale (i.e., not concerned with large scale combat, but more focused on training and single combat)?
There are several extant examples of medieval 'fight books'. Many exist to instruct combatants on how to fight in a judicial combat or other codified engagement to settle a dispute.
The oldest known medieval 'fight book' (and my personal favourite in terms of studying and using) is Tower MS I.33 (13thC approx) which covers the use of sword and buckler.
The close similarities of later works by Johannes Liechtenauer and Sigmund Ringeck seems to suggest that the medieval martial tradition continued and advanced throughout the centuries for single combat.
The works of Hans Talhoffer such as Ms.Chart.A.558 compiles a number of masters' work together from sword to polearm, to unarmed combat.
Similarly, in the Italian school, Antonio Manciolino and Achille Marozzo authored a number of texts (such as Opera Nova dell'Arte delle Armi ) covering a programme that would later be called the 'circle.'
There are many more (Mark C Wallace's link covers a good number). Some complete translations and facsimiles can be found here: http://wiktenauer.com/wiki/Main_Page and there is also a list of fencing manuals from AD200s to the 19thC.
There are about 20 examples at the association for Renaissance Military Arts.
If you are interested, I would recommend starting there, and supplementing with a google search on "manual of the sword", and filtering the results by date.