Create the table structure

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

For each server you want to pull data from (Though this will initially import all data and then only missing data)

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

Though you should put a clustered index on the table. Maybe something like this.

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

and maybe an index on the search fields

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