From the Netflix FAQ:
Q: Can I see a list of all the movies I've rented?
A: You can view all movies rented within the past 3 months on the DVD Rental Activity page.
To see a list of all the movies you've ever rented, click on the Send Full Rental Activity button at the bottom of the DVD Rental Activity page. We'll send your entire movie rental return activity to the email address we have on file for you.