History is the most important discipline of study. The system investigated in history is a many-body system consisting of biological material bodies, Homo sapiens, and hence can be studied scientifically. The unique role physicists can play in advancing the science of human history is presented. We will discuss the methods of study in history; worldviews; modeling history as a complex, dynamical system; predicting the future and retrodicting the past; and artificial history. In particular, active walk is shown to provide the foundation for a new worldview, and found to be widely applicable in modeling history, as illustrated by three examples from economic, evolutionary and social histories, respectively.