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If Opportunity "Stage name" was XYZ, show the Opportunity
I am trying to create a report that will show only Opp. that had a certain stage in their History. In addition, I want to show some details of those Opp. ACCOUNT.

try to create the work flow

There is a sample report called Opportunity Field History Report, that allows you to filter Opportunities by old field values. In terms of showing Account data, there's a few fields you can show, but for anything more, I'd recommend creating cross-object formula fields that show the related Account data.
Hope that helps,
Sati

Can't I modify/define a "Report Type" for Opportunity History?