If you are using many terminals you know the problem, that the bash_history is only written after logging out. So if you want to share commands between two terminals you have to copy and paste them.
Reading the bash man page i found the PROMPT_COMMAND:
PROMPT_COMMAND If set, the value is executed as a command prior to issuing each primary prompt.
With this little guy it’s easy. Simple write this to your .bashrc and commands will be written directly to your history:
export PROMPT_COMMAND='history -a'