This is actually a function of the terminal emulator you are using (xterm, gnome-terminal, konsole, screen). An alternate screen, or altscreen, gets launched when programs such as less or vim are invoked. This altscreen has no history buffer and exits immediately when you quit the program, switching back to the original screen which restores the previous window content history and placement.
You can prevent less from launch in an altscreen by passing the argument "-X".
less -X /path/to/some/file
You can also pass "-X" as an environment variable. So if you are using bash, place this in ~/.bashrc:
export LESS="-X"
However, this disbles the termcap (terminal capability) initialization and deinitialization, so other views when you use less may appear off.
Another option would be to use screen and set the option altscreen off in your ~/.screenrc. less will not clear the screen and should preserve color formatting. Presumably tmux will have the same option.
This blog entry describes the problem and offers some different solutions specific to gnome-terminal with varying success.