savehist-file

savehist-file is a variable defined in `savehist.el'.
Its value is

"~/.emacs.d/history"

Documentation:
File name where minibuffer history is saved to and loaded from.
The minibuffer history is a series of Lisp expressions loaded
automatically when Savehist mode is turned on. See `savehist-mode'
for more details.

If you want your minibuffer history shared between Emacs and XEmacs,
customize this value and make sure that `savehist-coding-system' is
set to a coding system that exists in both emacsen.

You can customize this variable.