This worked for me:
import scala.tools.jline.console.ConsoleReader
import scala.tools.jline.console.history.FileHistory
import java.io.File
val reader : ConsoleReader = new ConsoleReader()
val history = new FileHistory(new File(".history"))
reader.setHistory(history)
Before exiting the app, make sure you flush the history.
reader.getHistory.asInstanceOf[FileHistory].flush()