According to the Encyclopedia of Neuroscience, such types of memories are called "episodic memories" – consciously recollected memories related to personally experienced events. Remembering these is a dynamic process that draws upon both mnemonic and non-mnemonic cognitive abilities to mentally reconstruct past experiences from retrieval cues.
And it seems that women are much better at this than men, according to a recent study.
In an article published in Psychological Bulletin, researchers from Karolinska Institutet in Sweden reported that women are better than men at remembering certain types of episodic memories, specifically those related to remembering speech, such as where they left an object and what happened in a movie. According to the researchers, women are also more apt at remembering faces and sensory images compared to men, who, on the other hand, seem to be better at recalling abstract information and navigational data.