I have a similar case where I'm storing my data in a database, in this case I use database triggers to capture insert/delete/update events, and log them in a separate table, sort of like a transaction log. In this way, I have one table containing the current data, and another containing the (time ordered) change log.

You can also do the same if you are storing your data in a file. It's easy to find the difference between two lists (see the Cookbook's Array chapter), and write the diff in another file (or even the same file) with, say, +/- indicator.