This paper makes the case for the relevance of C. G. Hempel’s 1942 proposal of the usage of «covering laws» in History. To do so, it argues that such a proposal reflects how 18 and 19th centuries «philosophy of History» became methods or epistemology of History. This carried a change in meaning of «History»: no longer a succession of past events but the study of documented human action (including of scientific kind in general), its distinction vis-à-vis philosophy, sociology etc., becomes a minor matter as far as logic of research is concerned. Also present in this paper is the conception of theory as a conceptual mode of narrative, and the defense of a development of theories alongside their practice, not apart from them. Authors considered besides Hempel range from Max Weber to Sigmund Freud, from Arthur C. Danto to Albert O. Hirschmann.