Pedro, I can't find a bug report yet, but I have found some discussions
about this.  There are a lot of pros and cons with the different
approaches.  The 'problem' is mostly with bash's approach with managing
multiple sessions (i.e. - it doesn't, nor should it).  gnome-terminal
can invoke bash in special ways to do different things with the history
file and get different behaviors.  However, as I understand it, the
current setup for gnome-terminal emulates the behavior of being logged
into simultaneous tty sessions.

Here are some postings about how to sync the history file between multiple 
terminals (however, I am not advocating them):
http://fixunix.com/slackware/369510-bash_history-file.html
http://briancarper.net/blog/keeping-bash-history-in-sync-on-disk-and-between-multiple-terminals
http://lists.gnu.org/archive/html/bug-bash/2007-08/msg00016.html
http://groups.google.com/group/gnu.bash.bug/browse_thread/thread/873e3e06f76c78c7/5d5d5e99945bcd69

The issue with trying to sync multiple sessions together is actually
very messy.  The question is *how* should they be synced?  Should it be
appended line-by-line? Or should the entire session be appened when the
session finishes?  Or should it be that the last session gets to have
the file?  What if a user has two different terminal emulators up, both
using bash?  What about a session within a session?

Here are a couple of discussions about the issue:
http://groups.google.com/group/gnu.bash.bug/browse_thread/thread/64587d478d40f84d/72b9f72bcba7e546
http://groups.google.com/group/gnu.bash.bug/browse_thread/thread/d10e25a877d92218/65dd823c150914b7

Now, I would like to quickly make a clarification within the
description.  When closing the second terminal and examining the history
in the first terminal, the "history" command will have the first
terminal history, because that is the history in memory for that
terminal.  However, what happens to the .bash_history file depends upon
how that "in-memory" history is appended to the history file.

On my current system (Fedora 11), it appears that each terminal's
history is appened to the history file when the gnome-terminal is
closed.

I merely post this as a source of information for further discussion.  I
am not advocating any particular position, I am merely pointing out the
non-obvious messiness that comes with the history feature.


** Changed in: gnome-terminal (Ubuntu)
       Status: Incomplete => New

-- 
gnome-terminal doesn't save the entire history if 2 are open
https://bugs.launchpad.net/bugs/392871
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