The people of Uzbekistan now claim a heritage of difference from their neighbors stretching far back in time, although whether this is genuine or a product of modern nationalism I don't know. The patterns of settled, agrarian land use in the area changed very little between the time of the ancients (circa 500 B.C.E.) and the nineteenth century, however, suggesting a high degree of settlement in the distant past. This isn't incredibly surprising considering Uzbekistan's proximity to several of the so-called cradles of civilization (it's more or less equidistant from Mesopotamia, the Indus Valley, and north China). To whatever extent their differences from the surrounding, nomadic peoples of central Asia were genuine, the differences can probably be explained by the many important trade routes between these great civilizations that ran through Uzbekistan, not least the famed Silk Road.
When Persia rose to prominence as an empire, the region now known as Uzbekistan, whose northern part roughly corresponds to the ancient governmental unit known as Sogdiana but whose southern panhandle strays into the ancient unit of Bactria, was absorbed into the Persian empire. Zoroastrianism is supposed to have arisen in the city of Khorezm at about this time, as well. Alexander the Great passed through the area on his march of conquest in the early 320's B.C.E. and had comparatively little trouble establishing control over it by simply marrying the daughter of a chieftan near the great city of Samarkand.
Control over the area eventually passed to the Kushans, under whom the Silk Road really took off. Although it's probable that the area had served as a trade route for some time, it was not until the Kushans took over that the economy really began to prosper as a result. Towns prospered and the area became more settled. Buddhism was also introduced during this period and began to take root, as did Christianity, while Zoroastrianism continued to flourish, especially in Hellenic areas. The Kushans, too, eventually lapsed and local groups of strongmen established relatively small states in the area until the Turks swept through in the sixth century C.E. and whipped the place into shape via the introduction of Islam and a written alpahabet. Newly Islamized Persia had once again assumed some degree of prominence and annexed the area out from under the Turks in the following centuries, establishing control over what had become something of a frontier region a little at a time. Paper became an important commodity during this period, with the major production center at Samarkand. Chengiz Khan and his Mongol hordes overran the region early in their conquest of Asia, not surprising considering its placement immediately in the direction of conquest. Islam did not die under their rule, however, although many many people died under their conquest, especially bloody in the regions that would become Uzbekistan. Eventually, influenced both by the cultures of Islam and the Mongols, the great conqueror Timur arose from Uzbekistan to establish his own kingdom there. He was almost as ruthless as the Mongols themselves, but he did have his good points; his patronage of the arts allowed Samarkand to change from a merely important city to the new intellectual center of Islam.
Mongol tribes to the north of Timur's holdings began to take the name Uzbek at about this time, and as is sometimes the wont of Mongols, they conquered his empire. That was the fourteenth century, but the Uzbek Mongols went really slowly. Not fans of their forefathers' blitzkrieg style, the Uzbeks took until 1510 to conquer the area from the Amu-Darya to the Syr-Darya. Unlike their forefathers, though, the Uzbeks' slow and steady style managed to actually hold their conqests, and it is they who have ruled Uzbekistan for much of the time since, although the region was reduced to a periphery by the increased importance of sea-based trade routes. The Russians almost managed to take it away, though, in the seventeenth century when the Khan of Khiva asked Peter the Great to help him defend his land against Turkmen and Kazak raids. Of course, the Khan himself didn't help the situation when he massacred the Russian army that nominally came to his aid, admittedly rather late.
The Russians apparently decided that revenge is a dish best served cold and so waited until 1839 when Nicholas I was Tsar to make any more major moves into the region. Russia wanted to prevent British expansion in the vicinity and so sent in troops, who didn't really do a very good job establishing general hegemony. After a long, indecisive delay on Russia's part, they finally decided to go all-out and successfully annexed the region in 1875. Although it solidified its control over the area via construction of the Trans-Caucasian railway, Russia was not long for this world as it was soon to be replaced by the U.S.S.R. There was a great influx of ethnic Russians at about this time which caused no small degree of rioting. Uzbekistan was not actually declared a separate S.S.R. until October of 1924. Discontent was rampant at all levels of society, since intelligentsia were the target of major purges and peasants endured not only forced collectivization of farming but a total shift to cotton farming. The Soviets moved much of their industrial base to Uzbekistan to protect it from attack during World War II and attempted to spread literacy throughout the period of their control. The population remained fairly cowed until the reforms of the Gorbachev years. In 1989 the first major non-communist movement formed. It was a very popular movement that was formed on the basis of farmers' advocacy and in favor of the use of Uzbek as the official language. It was not permitted to participate in elections, though.
The Moscow coup of 1991 brought independence to many of the former Soviet Socialist Republics, including Uzbekistan. The leader of the Uzbek Communist Party, Karimov, changed the party's name but no other real changes in government have been forthcoming. Groups that represent a serious threat to those in power are still disallowed from competing in elections despite their intense popularity. The state has grown progressively more repressive of any sort of dissent, and as a result popular pressure has eased on the government in the face of terror tactics. Karimov ran unopposed in 1995 despite the state's official status as a multi-party democracy, his opponents terrorized out of the race. In 1999, Islamic militants attempted to overthrow the government via several bombings in Tashkent in February. Despite attempts to dislodge the militants in the south near Afghanistan, said militants persist. That about brings us up to the present.
Everything else was taken from careful comparison with my related writeups, Bactria and horde, whose sources should in turn be listed on their respective nodes.