

In 2021, Windham attracted attention in the wake of the attempts to overturn the results of the 2020 United States presidential election. See also: 2020 New Hampshire House of Representatives election

The first census ever taken in Windham reported 663 residents in 1790. Windham was the second town designated by Governor Benning Wentworth following the establishment of the New Hampshire-Massachusetts border. The town of Windham was originally a parish of Londonderry. However, it has been alternatively postulated that the town was named after Sir Charles Wyndham, 2nd Earl of Egremont, a member of Parliament from 1734 to 1750, Secretary of State for the Southern Department from 1761 to 1763, and a good friend of Governor Wentworth. One published theory holds that the community's name refers to Windham, Ireland, harkening back to the petitioners' homeland. Governor Benning Wentworth granted this request in 1742. By 1721 some of the original settlers petitioned to form a separate independent community. The region was known as "Nutfield," and included what are now the neighboring towns of Derry and Londonderry.

Scots-Irish immigrants began to settle in the area in 1719. The area was initially home to the Pawtucket Native Americans.
