I am so pissed right now. ADD A FEATURE THAT SAVES ALL CTRL-Z HISTORY! I changed a file and saved it and shut down my pc. When I turned it back on, I pressed CTRL-Z to get my work back, and I couldn’t. Absolute BS. I will not have to use a new text editor.
(Lost over 24 hours worth of work)
Seriously is there a text editor or even an IDE saves the editing history after the application is closed…? Maybe you need to use a version control system.
Actually there was, E-texteditor (win*) had an internal versioning system with multi branched undo/redo… but went discontinued in 2010… 
Anyway agree with you, better thinking about a versioning system (eg. git)
Why would I need to ctrl+z to get my work back if I saved it to a file before? Seems odd to save something and expect unsaved old changes to stay forever.
That would be a pretty handy feature, for sure. But relying on the undo history as storage for any previous version of your files is very bad idea; it is not the purpose of the undo history. If you don’t use a version control system, you should at least save your file under a different name. Or do frequent backups.
You could start using a version management system, such as git (which has a beautiful client in the form of sublime-merge, made by the wonderful sublime folks).
This would give you much greater control over the version of your work.
In your case, you could just keep a local repository, or you could use git(lab/hub) for a free external, off site, backup.
If we’re here, I have to mention that I’m also VERY upset that this editor doesn’t write code by itself! I makes me lost 8-10hours every day typing! So pissed right now! ADD THIS FEATURE!!!
This is preposterous!
I just noticed that the first release of ST3 is in 29 January 2013 (BUILD 3006). 
6.5 years ago.
You could try Local History - I keep it running for those odd moments I want to go back 10 minutes in time
A feature like this is redundant because all it would be using it a internal version of git so you might as well cut out the middleman and intergrate git into your workflow. I cannot stress how important git is in this industry so i seriously recommend learning it.
Version control has a different purpose than editing history. There’s no doubt using git is imporant, but git doesn’t let you to press ctrl-z right after opening a file a go back through the editing modifications as if that file was never closed. This is what OP is asking, albeit for the wrong reason. And I think it would be very cool.
From what I can read, I feel that OP thinks that this has been a common feature existing in every editor, so he/she is super upset. Obviously it’s not the fact, almost no editor implements this (and portability could also be a problem). Hope Super upset satisfy him/her.