If it was an email notification, it will be in your email app. If it was a text messaging notification, it will be in your text messaging app. If it was a notification that there is an update for app, then all you have to do is open the Market, hit menu, then hit My Apps and it will show the ones that need to be updated up top. There is no notification history that I know of. Once you clear it from the notification bar, it's gone.