How do I search shell command history with a text editor?

I know that Ctrl+R let's you search command history, but it's a little primitive. Is there a way to export all my command history (not just the current terminal session, but the full history) to a text file? I could then use a text editor to search it comfortably. Or if the history file already exists, where is it?

From man bash:

HISTFILE
    The name of the file in which command history is saved.
    The default value  is  ~/.bash_history.
    If unset, the command history is not saved when a shell exits.

So, the variable HISTFILE will contain the filename where the history will be saved.

$ echo "$HISTFILE"
/home/user/.bash_history

You can now search for the pattern:

$ grep "vim" "$HISTFILE"
vim foo.text
vim bar.text
vim file.txt

As @Dennis has pointed out, if you want you can run history -a to append the command history of the running session to the $HISTFILE file. Basically the commands will be automatically appended once you close a session, history -a will do the same thing right at that instant.

Run help history to get more idea on the history builtin itself.

Try this:

history > output.txt
less output.txt

Then search by typing / + searchterm

The bash history is saved in your home directory ~/.bash_history.

Basically Ctrl + R searches from this file.