Try looking in $SPLUNK_HOME/etc/users/USERNAME/APPNAME/history/
for the history files for a user.
Where USERNAME is the name of the user you want to see files for and APPNAME is the app context the user searched in.
This article also address querying for search history across users: http://answers.splunk.com/answers/151378/why-history-command-only-shows-my-searches-not-searches-run...
Try looking in $SPLUNK_HOME/etc/users/USERNAME/APPNAME/history/
for the history files for a user.
Where USERNAME is the name of the user you want to see files for and APPNAME is the app context the user searched in.