If you are using BASH, your history should be stored in in the location that is pointed to by the environment variable HISTFILE. You can view this with "echo $HISTFILE". By default, this should be ~/.bash_history. This is also what will be used if $HISTFILE is not set. If HISTFILE is not set to that location, you can set it with the following:
export HISTFILE=~/.bash_history
The following will reload the history file into your history buffer:
history -r
If this does not resolve your issue, the "HISTORY" section of the bash manpage may give more clues as to why your history is not working as expected.
You may also want to check and make sure your shell has not changed from bash:
echo $0