I have multiple servers ranging from 2000 & 2005 and 2008 Sql Running. Some of the db's keep job history and others do not. I have checked sql agent job properties they were all set same. I'm at a loss and researching was not providing with explanation. Any ideas?
I don't know if that helps, but in Management Studio you could rightclick on the SQL Server Agent (the agent, not the jobs) to get the properties. On the left side hit the last entry (I don't know how it is named in the English version). There you can set the maximum count of history entries total, the maximum count of history entries per job and you can set the option, that entries older than xxx will be automatically deleted. There is no possibility to set the history settings on job level but only on service-level.