[foxFather81]

Not foolproof either, but

export HISTIGNORE="* rm *"

makes calls to rm not show up in the history, for better or worse.

[isenhaard]

I've added now both:

export HISTIGNORE="* rm *"

export HISTIGNORE="rm *"

I think it's even a bit better. Better preventing worst case if possible right from the start. And usually you don't need rm commands within your history. At least I don't.

[isenhaard]

Nice one and easy to apply, thanks! Just added it to my .bashrc