Version: (using KDE 3.5.6) Installed from: Ubuntu Packages Differently from Konsole, Yakuake does not save history when it terminates a shell session. I think this is a symptom of a deeper problem. Konsole seems to terminate shells by sending SIGHUP when a tab is closed or Konsole is terminated. On the other hand, yakuake seems to just kill or TERMinate the shell.
Yakuake has no control over the shell process; it embeds the Konsole KPart which manages it. Reassigning. Please add which version of Yakuake you're using, in particular if it's a KDE 3-based (2.8 and lower) or a KDE 4-based (2.9-beta1 and higher) version.
manu@localhost:~$ yakuake --version Qt: 3.3.7 KDE: 3.5.6 Yakuake: 2.7.5
KDE3 is not supported any longer. Reopen this if you can reproduce with the current KDE 4.x