Memory effects have been studied in the vicinity of the incommensurate-commensurate phase transition in Rb₂ZnCl₄ single crystals. Properties in the incommensurate phase have been observed to depend critically on whether a crystal had been cooled or heated before the temperature is kept constant (thermal memory) or whether it had been subjected to stresses (mechanical memory) or to a static electric field (electric memory) previously. The crystal exhibits pronounced after-effects specific for incommensurate phases which can be understood in terms of soliton pinning on lattice inhomogeneities.