Where PowerShell stores the Ctrl+R history

One user wanted to know where PowerShell stores the console history that's searched by the Ctrl+R feature so that it could be brought across to a new machine. PSReadline stores it here:

%APPDATA%\Microsoft\Windows\PowerShell\PSReadline\ConsoleHost_history.txt

Migrating the console history is as simple as copying that file over (though some directories might have to be created).