The main history page defaults to the nearest airport weather station, as they have the longest available histories. But they don't always have all data (such as precipitation or UV). You can click the "See history from more local stations" for more local options, which often do.
We also have an API that provides weather data and historical records through HTTP requests. It requires some programming and scripting to implement, but for those who need weather history over a long period of time and / or locations, the API might be your best bet.