I wrote something about which preposition to use when talking about physical position: http://www.italki.com/question/215549 When talking about concepts, which preposition to use isn't always so clear. Both "I study history at school" and "I study history in school" are correct. "...in school" refers to where you study history ie. in a school building. "...at school" can refer to physical position, like "in school", but also to the concept of school itself. It's more natural to say "at school", because of the latter reason. Note that you can't say "in work", because 'work' isn't a building.

In this case, if you say "I study history at school," you are most likely telling someone where you study.* Example: "Where is the best place for you to study?" "Well, I can study math anywhere, but I study history at school because I never have the motivation to do it at home." And when you say "I study history in school," you are answering a question more about your field of study. Example: "Wow, you really know a lot about the middle ages!" "Yeah, well I study history in school."---so for this one, because you are "in school" (inside the time of your life where you are furthering your education by schooling) "in" is appropriate, not because you are "in"-side the school studying. You would have to say "I study history in the school (building)." which is weird and much better to say "I study history at school." *That all being said, "I study history at school," could also be used to answer a question about your field of study. "What are you studying?" "I study history at/in school but I study music in my free time." here's a helpful site I found online. Of course there are exceptions, but it's useful. http://www.learnenglish.de/mistakes/atvsin.html