On graduation day a few weeks ago, some of my fellow history majors and I mused a bit about the way our convocation ceremony was organized, with each department lumped in their own section. Right then I felt a history major's pride swelling up, a pride that is pretty much recognized only by a fellow history major, because the non-major who inquires about our area of study is (amazingly) far from moved to regard us in awe. Instead, upon learning of our major, he will form a quizzical expression, pause for a couple seconds, and then finally reconcile himself to our real intentions: "oh, you must want to teach," we are knowingly told.
Even (and perhaps especially) for those who do want to teach, the history major who loves his studies does so because history accounts for every other area of study that is offered at the university. Physics, for instance is not an immortal field (not that it's not important, useful, and incredibly interesting); rather, its existence can be accounted for by human experience, by the advancing interest that humans had in the last five hundred years in the ability to explain and quantify physical phenomena.
Lining up for convocation, one of my history friends even half-joked that political science isn't a real major, an ironic statement given that history and poli sci people are often lumped together, because both majors study similar events and they both produce graduates who tend to go to law school. However, in certain ways, the two are fundamentally opposed: where the study of poli sci--like economics--suggests that there is a science to human behavior that repeats itself, the study of history acknowledges that this is not the case, that in each period of time, an event that may have seemed similar to past events yielded from different actors, motivations, circumstances, and so forth. We might believe that Iraq is not another Vietnam, though we can understand how it is a failed mission just as Vietnam was. We might believe that George W. Bush is not another Richard Nixon, even though they are both guilty of similar indiscretions.
So that, in sum, is why a history major may think s/he is special: there is no immortal explanation for events--not that there aren't lessons to be learned from the past--but rather just human experiences that have preceded us and will follow us. So, though it may annoy you to read this smug proclamation that our major represents an all-encompassing area of study, if it makes you feel better, the other majors usually get the higher paying jobs. ;-)