Drop this into an Editor folder in your project to add a history widget to your scene view. Supports going backwards and forwards through your recent scene history, as well as a dropdown of all recently edited scenes. Also supports the back/forwards buttons on your mouse! Doesn't support multi-scene editing very well, though.

SceneHistoryWidget.cs

/*
MIT License

Copyright (c) 2016 Jesse Ringrose

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.
*/
using System.Collections;
using System.Collections.Generic;
using UnityEngine;
using UnityEditor;
using UnityEditor.SceneManagement;
using UnityEngine.SceneManagement;

[InitializeOnLoad]
public class SceneHistoryWidget {

	private const int MAX_ITEMS = 10;

	private static bool showOnRight = true;
	private static List<HistoryItem> sceneHistory;
	private static string[] sceneHistoryNames;
	private static int currentSceneIndex = 0;
	private static string currentScenePath;
	private static bool ignoreNextSceneChange = false;

	static SceneHistoryWidget(){
		EditorApplication.update += Update;
		SceneView.onSceneGUIDelegate += OnGUI;

		sceneHistory = new List<HistoryItem>(MAX_ITEMS);

		var currentScene = EditorSceneManager.GetActiveScene();
		currentScenePath = currentScene.path;

		LoadHistory();

		if(sceneHistory.Count > currentSceneIndex && sceneHistory[currentSceneIndex].path == currentScenePath){
			// history is still accurate, no need to refresh.
		} else {
			AddHistoryItem(currentScene);
		}

		if(EditorPrefs.HasKey(HistoryKey("showOnRight"))){
			showOnRight = EditorPrefs.GetBool(HistoryKey("showOnRight"));
		}
	}

	private static void AddHistoryItem(Scene scene){
		HistoryItem item = new HistoryItem();
		item.name = scene.name;
		item.path = scene.path;

		if(string.IsNullOrEmpty(scene.path)) item.name = "Unsaved Scene";

		sceneHistory.Insert(0, item);

		while(sceneHistory.Count > MAX_ITEMS){
			sceneHistory.RemoveAt(sceneHistory.Count-1);
		}

		UpdateHistoryNames();

		SaveHistory();

		SetIndex(0);
	}

	private static void UpdateHistoryNames(){
		sceneHistoryNames = new string[sceneHistory.Count];
		for(int i = 0; i < sceneHistory.Count; i++){
			sceneHistoryNames[i] = (i > 0 ? (-i).ToString() : "") + " " + sceneHistory[i].name;
		}
	}

	private static void Update(){
		var activeScene = EditorSceneManager.GetActiveScene();
		if(!activeScene.path.Equals(currentScenePath, System.StringComparison.Ordinal)){
			currentScenePath = activeScene.path;

			// ignore scene changes that were triggered by the widget
			if(ignoreNextSceneChange){
				ignoreNextSceneChange = false;
			} else {

				// if we're leaving an unsaved scene then remove it from history (we can't go back to it anyways)
				if(sceneHistory.Count > 0 && string.IsNullOrEmpty(sceneHistory[0].path)){
					sceneHistory.RemoveAt(0);
				}

				AddHistoryItem(activeScene);

				SceneView.RepaintAll();
			}
		}

		HandleMouseInput();
	}

	private static void OnGUI(SceneView sceneView) {
		Handles.BeginGUI();

		int pickerWidth = 150;
		int buttonWidth = 16;
		int barHeight = 16;
		int barWidth = pickerWidth + buttonWidth + buttonWidth + 4;
		int currX = 0;

		if(showOnRight){
			currX = (int)(Screen.width / EditorGUIUtility.pixelsPerPoint) - barWidth;
		}



		GUI.Box(new Rect(currX, 0, barWidth, barHeight), "", EditorStyles.toolbar);

		// back
		GUI.enabled = CanGoBack;
		if(GUI.Button(new Rect(currX, 0, buttonWidth, barHeight), "<", EditorStyles.toolbarButton)){
			LoadScene(currentSceneIndex + 1);
		}
		currX += buttonWidth;
		GUI.enabled = true;


		// dropdown
		int newSceneIndex = EditorGUI.Popup(new Rect(currX, 0, pickerWidth, barHeight), currentSceneIndex, sceneHistoryNames, EditorStyles.toolbarPopup);
		if(newSceneIndex != currentSceneIndex){
			LoadScene(newSceneIndex);
		}
		currX += pickerWidth;


		// forward
		GUI.enabled = CanGoForwards;
		if(GUI.Button(new Rect(currX, 0, buttonWidth, barHeight), ">", EditorStyles.toolbarButton)){
			LoadScene(currentSceneIndex - 1);
		}
		currX += buttonWidth;
		GUI.enabled = true;

		Handles.EndGUI();

		HandleMouseInput();
	}

	private static bool CanGoBack {
		get { return sceneHistory.Count > 1 && currentSceneIndex < sceneHistory.Count - 1; }
	}

	private static bool CanGoForwards {
		get { return currentSceneIndex != 0; }
	}

	private static void HandleMouseInput(){
		if(Event.current != null && Event.current.rawType == EventType.MouseDown){
			int button = Event.current.button;
			if(button == 3 && CanGoBack){
				LoadScene(currentSceneIndex + 1);
				Event.current.Use();
			} else if(button == 4 && CanGoForwards){
				LoadScene(currentSceneIndex - 1);
				Event.current.Use();
			}
		}
	}

	private static void LoadScene(int sceneIndex){
		if(EditorSceneManager.SaveCurrentModifiedScenesIfUserWantsTo()){
			ignoreNextSceneChange = true;
			SetIndex(sceneIndex);
			EditorSceneManager.OpenScene(sceneHistory[sceneIndex].path, OpenSceneMode.Single);
		}
	}

	private static void SetIndex(int index){
		currentSceneIndex = index;
		EditorPrefs.SetInt(HistoryKey("index"), currentSceneIndex);
	}

	private static void SaveHistory(){
		for(int i = 0; i < sceneHistory.Count; i++){
			EditorPrefs.SetString(HistoryKey(i + "_path"), sceneHistory[i].path);
			EditorPrefs.SetString(HistoryKey(i + "_name"), sceneHistory[i].name);
		}
	}

	private static void LoadHistory(){
		for(int i = 0; i < MAX_ITEMS; i++){
			if(EditorPrefs.HasKey(HistoryKey(i + "_path")) && EditorPrefs.HasKey(HistoryKey(i + "_name"))){
				HistoryItem item = new HistoryItem();
				item.path = EditorPrefs.GetString(HistoryKey(i + "_path"));
				item.name = EditorPrefs.GetString(HistoryKey(i + "_name"));
				sceneHistory.Add(item);
			} else {
				break;
			}
		}

		if(EditorPrefs.HasKey(HistoryKey("index"))){
			currentSceneIndex = EditorPrefs.GetInt(HistoryKey("index"));
		}

		UpdateHistoryNames();
	}

	private static string HistoryKey(string key){
		return "sceneHistory_" + PlayerSettings.productName + "_" + key;
	}

	[PreferenceItem("SceneHistory")]
	private static void SceneHistory_Prefs(){
		bool newShowOnRight = EditorGUILayout.Toggle("Show On Right", showOnRight);

		if (showOnRight != newShowOnRight) {
			showOnRight = newShowOnRight;
			EditorPrefs.SetBool(HistoryKey("showOnRight"), showOnRight);
		}

		if (GUILayout.Button("Clear History")){
			for(int i = 0; i < MAX_ITEMS; i++){
				EditorPrefs.DeleteKey(HistoryKey(i + "_path"));
				EditorPrefs.DeleteKey(HistoryKey(i + "_name"));
			}

			while(sceneHistory.Count > 1)
				sceneHistory.RemoveAt(1);

			UpdateHistoryNames();
		}

	}

	private struct HistoryItem {
		public string name;
		public string path;
	}
}

Hey jringrose! PreferenceItem is obsolete nowadays in Unity. In addition to that I don't know if having duplicate items in the list was intentional but these are both things I updated in my fork. Would be nice if you could update it since I can't do pull requetsts on a gist.