You can have a master table containing the server names (from where u want the data) in the server from where you want to run the report and then use OPENROWSET to loop through the servers and get the data you like. Better to have a temp table and keep inserting the output of the OPENROWSET and finally select/export as you like. I hope you know what you are looking for as backup history and how to get them, if not then explore backup tables in MSDB.