Location of Internet Explorer history

Windows 7, 8, 10
C:\Users\<username>\Favorites
C:\Users\<username>\AppData\Local\Microsoft\Windows\WebCache
C:\Users\<username>\AppData\Local\Microsoft\Internet Explorer\Recovery

Format of Internet Explorer history

Bookmarks
Internet Explorer Bookmarks are stored in separate Internet Shortcut (.url) files within the 'Favorites' folder.
Cache
Internet Explorer Cache records are stored in the 'WebCacheV01.dat' ESE database, within the 'Content' containers. The cached files are stored as separate files in locations specified within the ESE database.
Cookies
Internet Explorer Cookie records are stored in the 'WebCacheV01.dat' ESE database, within the 'Cookies' containers. The cookie files are stored as separate files in locations specified within the ESE database.
Downloads
Internet Explorer Downloads are stored in the 'WebCacheV01.dat' ESE database, within the 'iedownload' containers.
Session Data
Internet Explorer Session Data is stored in a number of .dat files within the 'Recovery' folder.
Website Visits
Internet Explorer Website Visits are stored in the 'WebCacheV01.dat' ESE database, within the 'History' containers.