sp_addlinkedserver
@server='Target1',
@srvproduct='',
@provider='SQLNCLI',
@datasrc='SERVER'

CREATE VIEW vw_AllJobHistory
AS
select * from target1.msdb.dbo.sysjobs sj
inner join target1.msdb.dbo.sysjobhistory sjh on sj.job_id=sjh.job_id
union all
select * from target2.msdb.dbo.sysjobs sj
inner join target2.msdb.dbo.sysjobhistory sjh on sj.job_id=sjh.job_id
GO

select sj.name,sjh.* into [CentralHistoryTable] from msdb..sysjobs sj
inner join msdb..sysjobhistory sjh on sj.job_id=sjh.job_id
where 1=0

insert into [CentralHistoryTable]
select sj.name,sjh.* from [linkname].msdb.dbo.sysjobs sj
inner join [linkname].msdb.dbo.sysjobhistory sjh on sj.job_id=sjh.job_id
full outer join [CentralHistoryTable] hist on hist.server=sjh.server and sjh.instance_id=hist.instance_id
where hist.name is null

create clustered index CLX_HistoryTable on [CentralHistoryTable](run_date,run_time)

create index IX_HistoryTable on [CentralHistoryTable](server,instance_id)