I know you can get the command history in some consoles, but is history for the visited directories stored in a similar way?
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@picardo, the command history is not maintained across sessions, only is stored in memory, The most similar to what you ask, is performed by a very-old tool called DOSKey.
DOSKey was part of the old DOS command shell (and still works even in Windows 7!). It provided command-line editing, history functions for recalling commands.
For more info check these links: