It is possible to save your Memories in your photo gallery from your Snapchat app.
Steps
Method 1 of 2: Use an iPhone or iPad

Step 1. Open Snapchat
The Snapchat icon is represented by a white ghost in a yellow square.
If you are not automatically logged in, enter your username and password to do so

Step 2. Press the Memories button
It's the little white circle below the camera button at the bottom of your screen. Tapping on it will open your "Memories" page.

Step 3. Keep pressing a snap among your memories
A menu will open at the bottom of your screen and you will have access to different options: modify the snap, export the snap, my eyes only Where remove the snap.

Step 4. Select export snap
Your iOS menu will open at the bottom of your screen.

Step 5. Choose Save Image
A notification saying Registered! will appear at the top of your screen. Your snap will be saved in your image gallery.
Method 2 of 2: Use an Android

Step 1. Open Snapchat
The Snapchat icon is represented by a white ghost in a yellow square.
If you are not automatically logged in, enter your username and password to do so

Step 2. Press the Memories button
It's the little white circle below the camera button at the bottom of your screen. Tapping on it will open your Memories page.

Step 3. Keep pressing a snap among your memories
A menu will open at the bottom of your screen and you will have access to different options: modify the snap, export the snap, my eyes only Where remove the snap.

Step 4. Choose Export to Camera Roll
Your snap will be saved in your phone's photo gallery.