Is there an enhanced interpreter toploop for OCaml?

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Python has IPython.. does OCaml have anything similar?

I'd very much like to have command history, although other features would be nice too. I've read that I could get command history by running it in Emacs, but I don't use Emacs..

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rlwrap gives you readline features (history, editing commands, etc). Also, Findlib adds some functionality, see the quickstart for examples.

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You can also use the online toplevel.

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Use ledit ocaml with ledit.

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There's utop! It has autocompletion, is emacs compatible and so on.