Bash – shortcut in bash to delete the last segment of a path

As of bash-5.0-alpha, the history command now takes a range for the delete (-d) option. See rastafile's answer.

For older versions, workaround below.

You can use history -d offset builtin to delete a specific line from the current shell's history, or history -c to clear the whole history.

It's not really practical if you want to remove a range of lines, since it only takes one offset as an argument, but you could wrap it in a function with a loop.

rmhist() {
    start=$1
    end=$2
    count=$(( end - start ))
    while [ $count -ge 0 ] ; do
        history -d $start
        ((count--))
    done
}

Call it with rmhist first_line_to_delete last_line_to_delete. (Line numbers according to the output of history.)

(Use history -w to force a write to the history file.)

I don't know who's "responsible" for that Alt+d behavior: I don't know if it's the terminal or if it's the shell (Bash in my case).

It's bash, specifically the default command-line editing setup. Here is a nice page on what commands can be bound, and how to change the default bindings.

The default binding for Alt-d is kill-word which is supposed to work like the command of the same name in Emacs. As you've observed, though, it doesn't—Emacs would consider the space between >> and the tilde in your example to be a word break. That bash does not, I would consider a bug. Short of getting the source for bash, changing it, and recompiling it, I don't know what you can do.