I solve such queries using this pattern:
SELECT *
FROM t
WHERE t.field=(
SELECT MAX(t.field)
FROM t AS t0
WHERE t.group_column1=t0.group_column1
AND t.group_column2=t0.group_column2 ...)
That is it will select records where the value of a field is at its max value. To apply it to your query I used the common table expression so that I don't have to repeat the JOIN twice:
WITH site_history AS (
SELECT sites.siteName, sites.siteIP, history.date
FROM sites
JOIN history USING (siteName)
)
SELECT *
FROM site_history h
WHERE date=(
SELECT MAX(date)
FROM site_history h0
WHERE h.siteName=h0.siteName)
ORDER BY siteName
It's important to note that it works only if the field we're calculating the maximum for is unique. In your example the date field should be unique for each siteName, that is if the IP can't be changed multiple times per millisecond. In my experience this is commonly the case otherwise you don't know which record is the newest anyway. If the history table has an unique index for (site, date), this query is also very fast, index range scan on the history table scanning just the first item can be used.