Yes they have, by definition that's what makes them Historians. People like Homer while giving a account of something that happened in the past aren't considerd historians as they do not have much basis for their account of events and the statements they made were quite incredulous, thus are not considered historians. Herodotus is considered the founder of History as a tradition per se since he was the first to incorporate accounts and such into his writings. However he often attributed the gods to a lot of events hence making him quite unreliable. Thucydides is the first Historian to totally reject the idea of divine intervention, focusing his analysis and writing on acts of man and incorporating human motivations as well as factual sources such as records and first hand accounts. His account of the pelopensian war is our only major source that is considered quite reliable.

History as we know it today follows the Rankean tradition developed during the enlightenment era. This tradition had a strong focus on the use of primary sources and a systematic method of reaching conclusions and making analysis. While history before that has been incredibly biased with most historians being commissioned by people of power to write a recount for them, they still used sources although they were less then adequate compared to the standards today.

Thus today most history is written with a very high emphasis and importance on primary sources and demands a large variety of them to attempt to get a view that is objective as possible. There have been historians such as Alfred Mahan who have used majority secondary sources (I.e. written works of other people on a subject) and are considered to be weaker works of history but still can be influential.

But in summation, citation of sources, even unreliable ones or second hand ones is what makes something history. If not it's just a folk tale at best and a lie at worst.