Windows – global, persistent CMD history

Here is a good discussion from Stackoverflow.

and i just remembered another answer, this one is the actual answer to your question.

if you have "ignorespace" in HISTCONTROL, then bash wont remember any line beginning with a space character. it won't appear even in the current shell's history, let alone be saved to $HISTFILE.

e.g. I have export HISTCONTROL='ignoreboth:erasedups' in my ~/.bashrc

here's the details from the bash man page:

HISTCONTROL
  A colon-separated list of values controlling how commands are
  saved on the history list.  If the list of values includes
  ignorespace, lines which begin with a space character are not
  saved in the history list.  A value of ignoredups causes lines
  matching the previous history entry to not be saved.  A value of
  ignoreboth is shorthand for ignorespace and ignoredups.  A value
  of erasedups causes all previous lines matching the current line
  to be removed from the history list before that line is saved.
  Any value not in the above list is ignored.  If HISTCONTROL is
  unset, or does not include a valid value, all lines read by the
  shell parser are saved on the history list, subject to the value
  of HISTIGNORE.  The second and subsequent lines of a multi- line
  compound command are not tested, and are added to the history
  regardless of the value of HISTCONTROL.