The dynamic dielectric susceptibility and the elastic compliance of the relaxor ferroelectric lanthanum lead zirconate titanate (PLZT) 9/65/35 have been measured under different cooling and heating protocols in order to study aging and memory. The memory of multiple aging stages at different temperatures has been found (several dips in the susceptibility curves on heating), as in spin glass systems below the glass transition. Remarkably, in PLZT the memory of several aging stages is retained also above the freezing temperature deduced from the dynamic susceptibilities. The results are discussed in light of the existing models of aging and memory in spin and dipolar glasses.