Seems there is no one fix.

by R. Proffitt Moderator - 4/5/12 3:14 PM

In Reply to: IE 9 Not Recording History by QuietBlackCat

I've read http://answers.microsoft.com/en-us/ie/forum/ie9-windows_7/ie9-no-longer-displays-browser-history/900f13a3-e06b-e011-8dfc-68b599b31bf5 among others but given the symptoms I see no reason to pick any cure over another.

There are new things like in private browsing and things that security suites do in the name of privacy so your best bet may be to go with a browser that works for you.
Bob