Lately I've been really, really into "experimental" music. Bands like The Mars Volta and At the Drive-in. My problem with learning the songs isn't really not being able to play them, but remembering them. I can play through a whole song then go to replay it a bit faster and can't remember it!

I have no trouble with songs that are easier, or even songs by Pink Floyd and other songs that aren't just chords. I only seem to have trouble with songs that focus on individual notes - which is how many Mars Volta songs are. Songs by At the Drive-in are more chord oriented, but I don't recognize many of the chords they use and i end up getting my finger placement wrong thinking it's right. Only to see later that It's completely wrong.

What would be the best way to solve this problem?
My Gear:

Washburn WI14 Electric
Washburn D10s Acoustic
Marshall MG100HDFXR Special Edition
Marshall MG412AR Special Edition

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^ Xenn fav MG user evar
I have the same damn problem. I can play stuff while reading along but playing them from memory is hardizzle fo shizzle
Memorizing in small increments is my method.

Also, learning the theory helps in the sense that it might help you recognize patterns. Instead of a bunch of weird fingerings, you remember the progression, or the scale. Now, I realize with Mars Volta and ATD-I there might not be easy theoretical explanations for everything, but it can be helpful every now and then.

edit: I just learned I have to memorize everything for jazz this year... including horn parts in case I have to play them. Bah, I guess I'll get pretty good at this technique
(Slightly outdated) Electronic and classical compositions by m'self: Check 'em out