It looks like all KDE apps use the same file open dialog. The file name entry box has a drop down list showing the last x files opened for that specific application. Since it is a common dialog, I don't think it is stored in an application specific directory. I'm thinking it is stored in some shared file, but I can't find it. Does anyone know where that list is stored?
[Edit] Nevermind. It is a combination. App specific file but in .kde4 directory
Found it in .kde4/share/config/apprc - replacing apprc with the application name followed by rc for example kwriterc