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quannot sure about other sniping sites out there but my justsnipe account have history of all the items i've put a snipe on (win or lose) that dates back to 3 years and counting. one can always d/l all the pages and import into an excel sheet.
Some examples....
8/28/03 e92 Young PSA 5 744.25 754.25 (date/card/my snipe/ending price/my mood)
8/23/03 e96 Lajoie PSA 6 937.75 1224.99 yikes!
11/22/04 t206 Young glove SGC70 632.22 2091 crazy even for today!
11/14/04 e90-3 Tinker SGC30 blue 280 394.99 congrats robert!!
...whatever i want to track i just put a low snipe in and it'll be there for me to go back and reference.
edited to add the $5 monthly fee is well worth it for unlimited snipes.