See http://stackoverflow.com/q/103944/26428

On Tue, Nov 9, 2010 at 12:58 AM, Ajay Jain <ajay...@gmail.com> wrote:
> Hi,
>
> I use bash via Xterm. As a result I open multiple Xterm windows. When
> I type commands on the shell, they get saved only for that particular
> shell's history. I want to be able to collate that history, so that if
> I type commands on shell 1, I can search the same in the history of
> shell 2 in real time. I also want that this history be saved in a
> collated manner when I exit the shells.
>
> For example, the shell I and shell 2 should show the following:
>
> Shell1:
> bash> ls
>
> Shell2:
> bash> history
> ...
> ls (from Shell 1)
> history (from Shell 2)
>
> After Relogin, Shell1:
> bash> history
> ls (from Shell 1)
> history (from Shell 2)
> history (from Shell 1)
>
> Is there anything I could do?
>
> Regards,
> Ajay.
>
>

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