What is the difference between (sociological) ethnography and history? In taking a methodological course in each of these disciplines this semester I've been attempting to find an answer to the question; I offer my current, imperfect, understanding.
Simply, the ethnographer is present to the social phenomenon of interest whereas the historian has some remove in time and place. Each then has a different predominant focus on the question of subjectivity. Ethnographers tend to think about their own position and biases relative to their environment, and historians are concerned about their relationship to their sources. However, a reflective practitioner of each method appreciates the subjectivity of herself and the object of study. Whether it is a discussion in the present (predominantly ethnography), a recollection of the past (oral history and ethnography), or records of the past (predominantly history), each is shaped by the social environs.
Another possible difference is that while history is often content with the particular, sociology reaches for a transcendent theory. This is not to say sociology has no concern with "thick description," nor that history has no thesis -- it is an argument about humans in time -- but that their primary aspiration and style differ. Whereas sociological theory creates, or is the result of, a distance by the researcher, time often does the same for the historian permitting a triangulation (of many sources) whereas thte ethnographer often looks for contemporary comparison. (Comparison with the past is often called the "ethnographic revisit.")
In addition, one might then ask how journalism and anthropology fit into this mix!