Over the last decades, there was increasing evidence for the presence of innate immune memory in living organisms. In this review, we compare the innate immune memory of various organisms with a focus on phylogenetics. We discuss the acquisition and molecular basis of immune memory and we describe the innate immune memory paradigm and its role in host defense during evolution. The molecular characterization of innate immunological memory in diverse organisms and host-parasite systems reconciles mechanisms with phenomena and paves the way to molecular comprehension of innate immune memory. We also revise the traditional classification of innate and adaptive immunity in jawed vertebrates. We emphasize that innate immune responses have the capacity to be "primed" or "trained", thereby exerting a yet unknown type of immunological memory upon re-infection.