For better history across different terminal (on the same computer) you may want to try zsh
There is one aspect in which it's significantly worse, though: it's fiendishly difficult to configure and understand. I just use configs provided by others, which is not ideal but works.
[1] If you are using a mac and haven't installed a newer copy of bash you're using a version that's nearing on 10 years old and does indeed mostly suck.