There is a ton of stuff happening all of the time. Do we only record the important stuff, or should we record Everything? Have past historians attempted to explicitly preserve information for us to study? Are there any current projects that collect information as it happens? Are these projects run by historians?
As one potential answer to your question, oral historians.
Many oral historians are concerned with preserving their interviews in archives for future generations of students and scholars.
The Rosie the Riveter / World War II Home Front Oral History Project is a good example, funded by the National Park Service - http://bancroft.berkeley.edu/ROHO/projects/rosie/
The Library of Congress has a Folklore program similarly recording songs and stories for future generations.