I always used to find it a bit odd that that the history panel only seems to make a feature in Photoshop... It might well be chock full of anchor placements and nudges but I'm sure groups of the same actions could be grouped... It always winds me up when I need to hold down Ctrl + C for half a minute or more to get back to an earlier state. CS6 has a default max undo depth of 200 and there are no options within the program to change this, which isn't great. You can increase it manually in the preferences file though (Details on how to find it are here: http://helpx.adobe.com/illustrator/kb/preference-file-location-illustrator.html but note that your preferences file may also be called "AIPrefs" rather than "Adobe Illustrator Prefs" as they mention). However, these undo levels will only ever be stored in your RAM and not within the actual file for next time you load it.
Most things retain their editability and you can go back and see the appearence panel to reverse engineer an object but perhaps it's a complex shape that has been merged with the pathfinder tool, or something else that is destructive such as text that's been outlined and then warped. The best thing you can try to do is avoid the more destructive tools that make it far harder to edit objects in future and/or duplicate (Alt + drag) objects before you do so. Vectors take up very little memory so often it's handy to duplicate work as you go so that you can see progress and old ideas. It's a shame that this kind of 'history saving' needs to be such a conscious effort rather than automatic within the application. (and there's no plugins for it that I can see)
ps. The guys on https://forums.adobe.com/thread/776702 seem very unhelpful and a bit too keen to dive in front of bullets to protect their beloved Adobe.