Can history files be unified in bash?

There are two things you need to do:

1. Insert the command shopt -s histappend in your .bashrc. This will append to the history file instead of overwriting it.
2. Also in your .bashrc, insert PROMPT_COMMAND="$PROMPT_COMMAND;history -a; history -n" and the history file will be re-written and re-read each time bash shows the prompt.

EDIT: Thanks to e-t172 for the history -n trick

Please don't use history -a; history -n, it does not work as you expect and will leave you with many duplicate, out of order commands in your history. A solution that works generally as expected is the following:

# unified bash history
shopt -s histappend
PROMPT_COMMAND="${PROMPT_COMMAND:+$PROMPT_COMMAND$'\n'}history -a; history -c; history -r"

Using a newline instead of a semicolon is also a short way of dealing with the missing/duplicate semicolon problem with PROMPT_COMMAND.

None of the solution here worked for me, but what did work was just using:

cat ~/.bash_history | grep something

instead of

history | grep something

Kudos to this SO answer.