Recent file history in Vim?

Question

I would like to access recent files that I had opened and then closed in GVim. I open and close GVim frequently. I would like to access recent files from previous sessions as we

Answer 1

Adding my 2 cents here because fzf was was not mentioned earlier, which is such a wonderful tool:
fzf.vim has a :History command that lets you search the most recent used files in a fuzzy and search while you type manner.
I customize the (default) behavior of this command by not letting fzf reorder the search results list to the best match: I want the order of all matching filenames to keep being the order in which these files were last used.
To accomplish this customization, I added the following in my .vimrc to override the default History command defined by the fzf.vim plugin:

    command! -bang -nargs=* History
      \ call fzf#vim#history({'options': '--no-sort'})