Obviously iPython is the bee’s kness when it comes to Python shells but if you don’t have iPython installed then getting command history can be a pain. Not any more 
import readline; print '\n'.join([str(readline.get_history_item(i)) for i in range(readline.get_current_history_length())])
This will print all python commands run during that session.
If you have iPython installed, it’s as simple as
%history
