Keeping Command History across Multiple Sessions

This is for those people who use screen or multiple X terminals (screen is way better, see prev meeting slides) and wonder why the bash command history seems funky between the different terminals. It's a very quick and nice tip that I highly suggest if you are one of those people.

By the way, I couldn't use the semi-colon in the "$PROMPT_COMMAND; history -a" like he did. My bash complained bitterly, but removing the semi-colon and leaving just a space between the two seemed to work just fine.