Most of the answers here are confusing HTML-encoding (&...;), URL-encoding (%...), and HTML line breaks (<BR>).
If you're breaking lines in a textarea (this is how your history field will be displayed in the Marketo Lead Database UI) you need the actual ASCII/Unicode control characters #13 + #10 (in JavaScript/C/C++/etc. escaped as '\r\n'). Textareas neither require nor understand formats from other parts of the web ecosystem.
Unfortunately, the Flow Editor UI where you build a flow helpfully (aherm) double-escapes \r\n when you attempt to add these characters the input box. However, if you bypass validation of the input box it's possible to get them stored in your database. When properly entered, the \r\n will be invisible, but fully operational, as you can see here.


To bypass validation of the field requires a technique I'm not going to post publicly, but if you're interested you can follow me on the Community and we can chat about it.