I think I read this story online, probably in the 90's. Given that, it may have been posted to Usenet.
The protagonist is a man with a form of amnesia where every time he goes to sleep, he forgets everything that's happened to him from a particular point forward. He copes with this by labeling things with notes and carefully recording everything important that happens to him. I think he has a notebook that he refers to as something like his "Little Brain" and a room full of filing cabinets that he calls his "Big Brain". Polaroid photos were probably also involved, as well as VHS tapes.
He works as a private investigator, although the story doesn't involve solving any kind of mystery. I believe it covers one full day of his life, from waking up in the morning to falling asleep again that night. One particularly memorable scene is where he finds the cans of coffee that he bought to remember a particularly important trip that he went on with his girlfriend.
This may not be strictly on-topic here, since I don't remember if there were any explicitly SF or fantasy elements in this story, but it definitely had an SF feel to it -- I think it would still qualify as speculative fiction, given the way it explored what life might be like from this perspective.