My great great grandmother was
Sophia, pronounced with a long "i" as in "eye". She was British and emigrated to the U.S. in the early 1900's. I, of course, never knew her and wondered about the pronunciation when told about her by my grandmother, who never knew her either, but did know
Sophia's daughter (my great grandmother who, unfortunately, I never knew either as she died before I was born). Through doing family research, I was able to find and speak with an elderly distant relative who, as a young girl, did know
Sophia, and had traveled west with her by train, and she assured me that
Sophia was indeed called so-FIE-uh, never so-FEE-uh.
Aside from costume dramas, as you mentioned, the only other
Sophia I've ever heard pronounced with the long "i" is contemporary actress
Sophia Myles, also British.