In the Voyager episode Tuvix, Tuvix has Neelix's and Tuvok's memories. After Janeway murders Tuvix and separates Tuvok and Neelix at the end of the episode do they possess Tuvix's memories?
To the best of my knowledge, no. As with many Voyager episodes, the events of Tuvix were not revisited in later episodes.
Both Tuvok and Neelix seemed to be aware that something had happened, but it wasn't discussed on-screen during the episode and it was never brought up again.
Given that there is no actual scientific basis for the event (nor any way a hybrid between two completely separate species from two wildly divergent evolutionary paths should be able to survive) we can't even speculate with any basis in facts.
We must therefore consider it from a storytelling perspective. From that perspective, it is clear that Tuvok and Neelix both remembered all of Tuvix's memories (but probably not each other's memories that Tuvix didn't actively recollect and consider). This is because it would heighten the drama and provide more storytelling possibilities - both Neelix and Tuvok would recall having been someone else, would have a connection to each other that was greatly expanded, and would potentially have different opinions as to if Janeway's actions were morally reprehensible or not.
As I said, though, that is purely speculation from the standpoint of storytelling needs/availability. A definitive answer would have to come from Word of God, and even that may not be certain because the episode was freelanced, so the writer's opinions may differ from the studio's.
It doesn't appear that the character of Tuvix is referenced again in either the novels or comics. The subject was a difficult one for the characters involved, so the topic of Tuvix or his memories is never brought up again on-screen. However, given the nature of the accident and the process used for separation, we have to assume that neither Neelix nor Tuvok retained the memories of Tuvix.
The Doctor ended up using a radioactive isotope to isolate the DNA of the two men, thus allowing the transporter to separate them and restore them to their previous state. This would indicate that their last memory would be of beaming up to the Voyager. Obviously, since they arrived in sick bay instead of the transporter room, they would know something occurred... but not what.