Windows keeps the run command history in a registry value, By empty this value you can clean the history list and protect your privacy, just delete all the value in this key :
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\RunMRU
In Addition, clean the auto complete, Empty this registry value as well !
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\TypedPaths
You can also create scipt to do this with one click, just copy this lines into .cmd or .bat batch file :
REG DELETE HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\RunMRU /va /f REG DELETE HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\TypedPaths /va /f
On Windows 10 you can also clean TaskView and all kind of history by going to SETTINGS -> PRIVACY -> ACTIVITY HISTORY (Press clean at the bottom):
You can also unmark this settings :
