The Eclipse IDE has a nice feature that automatically logs file revisions and you can view them anytime by right-clicking on a file and clicking on Compare With
For Visual Studio 2015, 2017, 2019 VSHistory extension: maintains the history of files in your Visual Studio projects every time they are saved. Any saved version can be viewed or a diff with the current version can be displayed
Some more updated options:
Every save is stored in a git repository. You can use existing git tools to look at the history:
autogit
This extension provides a custom local history viewer:
Local History for Visual Studio
Local History for Visual Studio is similar to Eclipse or IntelliJ's local history feature. It works with Visual Studio 2012 and 2013.
There is not an equivalent feature for local history.
However, if you're using TFS, there is support in the IDE for getting history of files (though this is commited/checked history).
Many other version control systems also have plugins for Visual studio which provide this type of functionality. For example, VisualHG provides an "HG History" command which shows the version history in the Mercurial repository.
There is not natively in Visual Studio but what about Visual Local History. It has the option to 'Compare with last version'. It should work well for VS 2005, 2008 and with some extra configuration for 2010.