History is the study of our past. It is the uncovering who were are in physical terms and what we have achieved. It is the actually evaluation of our past and what we have accomplished by reviewing primary and secondary sources (if you don't know the difference google it).
Psychology is the study of why and how we think, therefore act. (I guess)
Economics is money and finance.
Anthropology is purely the study of human behavior.
Sociology - I dunno google a definition.
However, history relates to these topics and it encompasses each of these aspects within itself.
For example when studying religion in history (esp the ancient forms i.e. Shamanism) we need to understand the psychology of the people of the time
When reviewing the royal families of Europe or even the war still raging between the Jews and the Arabs, to the current recession we are facing now combined with the depression of the 1930s we need to review economic factors to fully understand such parts of our history
Of course, with anthropology, the study of humans, historical greats such as Alexander the Great and Julius Ceaser, to giant populations and civilizations such as the Aztecs and Ancient Egyptians - we need to review them as people to undertsand (again) how and why things happened as they did - behaviours and so forth
And with sociology - lets take a stab and say that's the study of, well, society ( I dunno what it is, like I said google it). However if it does relate to society then just take a look towards aspects that hold great historical importance such as tribal groups to strict social systems belonging to the Romans or Greeks.
Hope my babbling helps a bit.