There are two issues:
appending command to history instead of overwriting it. This can be done by adding this to your .bashrc
shopt -s histappend
rereading the history after each command. This can be done using:
PROMPT_COMMAND="history -a; history -n"
It is not always as good as it would sound at first sight. Reverse search works great (control-r), but it can be frustrating if you use just "up" from previous command (it will be the last command given in any console).
Maybe there are ways to tweak this... But I think it is a good start for you.
Edit: just seen the comment about duplicate... solution seems exactly the same.