Is it possible to remember the command history in CMD.EXE (Windows 7), between sessions?
Or is there some enhancement/wrapper/replacement which has this (basic IMO) feature?
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There is basic history functionality for the current session using F7, although across sessions you'll want PyCmd.
PyCmd is a Python wrapper for cmd.exe which brings a couple features of traditional UNIX-based shells to the table, including command history and "smart" tab completion.