Save Bash History Merged?

Question

I'd REALLY like to save BASH history from multiple windows and sessions.
How would I access the various histories of multiple windows and save them before exiting automatically?
Is there a "trap" command or something that I could script to execute upon exiting the session?  Perhaps to
merge these into a single HISTFILE?
ALSO - is there a way to dynamically update the window title header?  Such as copying the current prompt into the title
and to give details on the job, the remote machine being accessed, etc.?

Answer 1

I assumed that the OP knew that his problem (passwords) were in root's history.
Unless you have a habit of running sudo with -H or if you have root logins enabled, root shares your settings (since sudo without -H keeps the original user's HOME) and runs .bashrc from the original user's HOME, saves history in there etc.
Quick test with:
host user $ sudo bash
Password:
host user # echo hello_world
hello_world
host user # exit
host user $ grep hello_world .bash_history
echo hello_world
host user $