Oh, they surely existed-- we find weapons and armor from people with no recorded history. However, the people who find, dig and interpret these sites aren't historians, they're anthropologists and archaeologists. "History" per se starts with written materials; without them you're in other domains, with other tools.

Very recently there was unearthed a much discussed battle site from prehistoric Germany, in the Tollense Valley.

This wonderfully preserved site from a battle fought about 3200 years ago gives us a window into at least one prehistoric war; seems likely there were many others.

See:

Slaughter at the bridge: Uncovering a colossal Bronze Age battle