Campaign History Tracking Idea is still waiting to implementation. You can vote here for this: https://success.salesforce.com/ideaView?id=08730000000BqXRAA0

It can be achived using custom fields and either a Workflow, Process Builder or Apex Trigger, but by without code you could use Chatter Feed Tracking instead!

Go to Customize > Chatter > Feed tracking and enable Campaign fields to track.

Now you can see field changes history in Chatter Feed.