I would like to be able to search through the previous commands starting with : that I entered, using an interactive incremental search, as it is possible in some shells (example: with Ctrl-r in bash).
reverse-i-search  la Bash Ctrl-r
search;command history
There is no direct equivalent of such behaviour of libreadline, but since Vim 7.4.2268 you can navigate through search matches when 'incsearch' option is on without leaving search mode via Ctrl-G/Ctrl-T keys, which combined with command-line window can give you experience similar to what you seek.It's very easy if you know that you're going to use search right from the start:And requires several additional keystrokes to lift your input into search pattern if you realize you want to search in the middle of typing your command: