I'm looking for a cmd.exe equivalent to Linux's
sudo !! and other bang-commands such as
!!* mentioned here.
The sudo equivalent is the runas command, used to execute a program under a different user account.
Example of use :
runas /user:an-administator-account "cmd.exe /C mycommand"
To answer the other half of the question, you can use doskey to view or parse the command history. Doskey is installed and active by default on all supported versions of Windows.
This shows your command history:
You could parse and push the results to runas, but wrapping it in a batch file would make it a lot simpler at the prompt.