  We propose and demonstrate experimentally a scheme to create entangled
history states of the Greenberger-Horne-Zeilinger (GHZ) type. In our
experiment, the polarization states of a single photon at three different times
are prepared as a GHZ entangled history state. We define a GHZ functional which
attains a maximum value $1$ on the ideal GHZ entangled history state and is
bounded above by $1/16$ for any three-time history state lacking tripartite
entanglement. We have measured the GHZ functional on a state we have prepared
experimentally, yielding a value of $0.656\pm 0.005$, clearly demonstrating the
contribution of entangled histories.
