The book is a large, blue cloth covered, fully illustrated book similar to the Waldo books. It was about a caveman with orange hair who traveled through different eras of history – wild west, Rome, Egypt, with large, detailed illustrations of people, activities and buildings. Late 80s.
Have you looked at Where’s Wally Now? / Find Waldo Now by Martin Handford (1988 and later reprints, some as Where’s Waldo Now?). It looks like all three titles are different versions of the same book – “Wally” in the UK and “Waldo” in the United States. Wally/Waldo is travelling through time, appearing in the Stone Age, ancient Egypt, ancient Rome, with the Vikings, during the Crusades, the Gold Rush, on a Pirate ship, and other periods – including the future!
Definitely not a Waldo book — I had those as well. The caveman character and his dog were the only consistent things from scene to scene, but when they traveled to a new time, his clothes would be period-appropriate. The emphasis was more on giving a broad view of the jobs and things of a given era: in the Rome scene, for instance, I vividly remember Roman legionaries building a road in detail, and there would be people walking down the road, people farming, all sorts of things going on around the page. And I’m pretty sure there wasn’t any future stuff!
You might take a look at Tony Tallarico’s hidden picture books. They are similar to the Where’s Waldo? books and from about the right time period. He’s got a LOT of them! A few titles that might be worth a look: I Didn’t Know That! About Strange but True Mysteries (has Easter Island on the cover); I Didn’t Know That! About Famous People and Places (has the Sphinx on the front cover); Look for Lisa – Time Traveler (“Readers search for Lisa as she tests a new time machine and visits the dinosaurs, Count Dracula, Benjamin Franklin as he flew his kite, Marie Curie’s laboratory, the first moon landing, and other intriguing events and settings.”; Find Freddie – Around the World; Where’s Columbus?; the Where Are They? series (including Look For Lisa, Look for Laura, Find Freddie, Find Frankie, Search for Sam, Hunt for Hector, and Detect Donald); The Big Book of Search and Find; The Big Book of Seek and Find – well, you get the idea. I can’t find anything that specifically mentions a caveman in any of them – but the descriptions are a little vague for most of these books, focusing more on “find the hidden pictures” without going into a lot of detail. You could try a Google image search and see if you recognize any of the covers.