very basic, it'll copy users history file to /tmp/username
for iuser in $(ls /home)
cp /home/$iuser/.bash_history $destinationdir/$iuser
Doesn't include root's history file and will almost certainly require root access to run.
I remember you from before and please note that if you need stuff like this for security you'll need a security expert, for example 'history' is very easy to circumvent. Building up a few scripts like this will be a waste of time and will prevent nothing. You'd likely be better off using chkrootkit, tripwire and other similar tools.
If you actually want improved security then hire someone whom knows how to approach it properly.