In my experience, the default shell history settings don't work well with multi-shell environments such as tmux. What I have done is in ~/.bash_profile, I creat

In my experience, the default shell history settings don't work well with multi-shell environments such as tmux. What I have done is in ~/.bash_profile, I create a subdir of ~/.historydirs and put in each of my history files (HISTFILE, LESSHISTFILE, PY_HISTFILE, etc.) which will be unique for a given tmux pane. This means that I can not only search for an exact command, but I can also get useful contextual information related (e.g. What folder did I last cd to?)