I have history tracking some fields in my Leads and tracking the same fields in my Opportunities. I would like to create one big report that shows me the change in these fields across both leads and opportunities. Oddly it seems that I cannot create Joined reports for history reports.
I am assuming leads are not linked to opptys in some way, and that you realise once converted to a contact + oppty, the leads arent accessible ?
Also, the history tables for lead and oppty are separate to leads and opptys themselves, and the tracking history stores changes as text. Thus, I fear you are asking the reporting engine to structure a report around simple text spanning 4 objects. Not likely Im sorry to say.