Link words in your head to the specific movements that you're trying to remember. Associate a word or phrase to the movement to give the movement a concrete connection that is easy to remember. For instance, a hand that comes near the head and then stretches outward could be "take off your hat."
Break long and complex pieces of choreography into more manageable pieces. Divide the entire dance into smaller sections that are quickly memorized and mastered.
Create images in your head for each of the movements that go beyond the technical aspects of the movement. Think of terms of what you are pretending to do or representing with the movements to make them easier to process quickly.
Look at the actual physiology of the movements being performed rather than focusing on the the performance that is demonstrating the movement. Mary Cochran of the dance department at Barnard College advocates this mechanical approach to memorization. Understand what the muscles, ligaments, joints and center of gravity need to do, and the rest will come.
Consider the counting of the choreography. Memorize the movements as being tied perfectly to the count of the music. For some people, this strategy will work better than concentrating on other aspects of the dance.