What do you mean by "show history" as a column? Do you want the full history of every field on the item or some historical reporting data?
Unfortunately it is not possible to get the full history into a single column in a report.
On the other hand, if you are insterested in some milestone dates, you do have options for getting those.
There are some functions used in creating computed fields (which can also be used to add a column in a report) which can display data about how long items were in a given state (DaysInState( stateName )) or when they first entered a state (DateFirstEntered( stateName )) or how many times they entered a state (NumberOfEntriesToState( stateName )). You can even get the value of a field at a particular moment in time (HistoricFieldValue( fieldName , timestamp )), but the documentation warns that historical field values take a very long time to calculate.
I would recommend reading up on the computed fields section in the MKS Administrator's guide (Chapter 7, I think) and seeing if that meets your needs. They will be much slower to calculate than regular fields, but it may be enough to get what you are looking for.
Hope that helps,