ubuntu/unix command line "history"

[ping]

hi folks:

I think this is not ubuntu/linux specific, but a general unix stuff..
so I sometime fine tuned a long command line and felt good.
but later I need to re-pop it up back from my another new terminal.
but somehow, mysteriously, I couldn't find it out , I normally get back
my old command in one of two ways:

1) ctrl-R and type the keyword
2) history | grep KEYWORD

but sometime neither works. AND...

if I luckily still keep my original terminal open, then I can just go to 
that original terminal where I typed those commands and get my command 
back with one of the 2 methods...

what happens? each terminal maintains a seperate instance of command 
line history? is there a method that I can always rely on to find out my 
old command?