Recent file history in Vim?

At least terminal vim stores the previous ten files into ~/.viminfo in the filemarks section. You can use '0, '1, '2, ... '9 to jump among them.

(Probably only useful for '0 to get back to the last file you were editing, unless your memory is stronger than mine.)

You can also use the :browse oldfiles command to get a menu with numbers.

The best way that I use is

:browse oldfiles

Easiest way on vim.

There is mru.vim, which adds the :MRU command.

Very late answer here ... expounding on @sarnolds answer - You can view the file history with the oldfiles command @see :h oldfiles or :h viminfo

:oldfiles 

Furthermore, you can have fine-grained file management with views and sessions ... @see :h mkview and :h mksession for specifics ...