It was probably part of a compilation of short stories. I don't remember the title or the author's name, but remembered the idea of a man that literally turns into an angel/demon according to his behavior and must remember it.
N.B. - I think (based on the theme) it was a fantasy story, but I'm only 99% positive of that. Hopefully someone here will recognize it even if it's not; the subject matter is similar to SF-lovers' tastes.
Edit: it's foggy, but I seem to recall it was told from a first-person POV...