Jline may be used on top of the standard clojure repl, as mentioned at http://clojure.org/getting_started. It adds history walk and minimal editing.

Jline can be downloaded at http://sourceforge.net/projects/jline/files. Get the latest version (the download button will not necessarily show the latest one).

Example usage in Windows:

Example usage in Unix: see http://clojure.org/getting_started.