A friend passed on to me the knowledge that the skill of "what were we just talking about" can be improved dramatically with effort. (Indeed even under the influence of certain substances which significantly impair short term memory!)

The secret? "Just try remembering a little harder."

I went from being totally crap at keeping track of conversations, to significantly above average, by just forcing myself to try and remember a little harder, every time I forgot what we were talking about.

(I don't know about other types of memory, but one proved Surprisingly Trainable.)