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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 $0.656pm 0.005$, clearly demonstrating the contribution of entangled histories.
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