Right-click the Search icon: there is an item named Recent Find Usages (you can also go to it using CTRL+E when you are in search mode). Usually CTRL+E is a contextual way to access history.
Please note that this does not save the results, but only the query. In other words, it searches again every time you use it.
Also note that I'm using IntelliJ 10.5.2 , not sure about older versions.
Guillaume
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