Our mental experience is largely continuous on the scale of seconds and minutes. However, this continuity does not always arise from a volitional carrying forward of ideas. Instead, recent actions, thoughts, dispositions, and emotions can persist in mind, continually shaping our later experience. Aspects of this fundamental property of human cognition - psychological momentum - have been studied under the rubrics of memory, task set, mood, mind-wandering, and mindset. Reviewing these largely independent threads of research, we argue that psychological momentum is best understood from an integrated perspective, as an adaptation that helps us meet the current demands of our environment and to form lasting memories.