fish shell has private mode for the time when you don't want to record history at all 🙂

Just start session with --private option:

$ fish --private

The result is:

Welcome to fish, the friendly interactive shell.
fish is running in private mode, history will not be persisted.
$ # You can run some commands...

In order to stop private mode, just type exit:

$ exit
$

After that, the latest history is like this 😉

$ history | head -1
fish --private

There is no history around any execution in private mode.