This is useful in the case you are not properly logged in via an OpenVZ session or even a normal SSH session that you fear may go down (if the connection is broken the history is not saved).
Save your bash_history like this:
history -w ~/.bash_history
You can always change the above to another file eg /tmp/somefile.txt or ~/someotherfile.txt
manually, bash, historythis, logged, via, openvz, ssh, bash_history, eg, tmp, somefile, txt, someotherfile,