The ever-growing interest in cryogenic applications has prompted the investigation for energy-efficient and high-density memory technologies that are able to operate efficiently at extremely low temperatures. This work analyzes three appealing embedded memory technologies under cooling—from room temperature (300 K) down to cryogenic levels (77 K). As the temperature goes down to 77 K, six-transistor static random-access memory (6T-SRAM) presents slight improvements for static noise margin (SNM) during hold and read operations, while suffering from lower (−16%) write SNM. Gain-cell embedded DRAM (GC-eDRAM) shows significant benefits under these conditions, with read voltage margins and data retention time improved by about 2× and 900×, respectively. Non-volatile spin-transfer torque magnetic random access memory (STT-MRAM) based on single- or double-barrier magnetic tunnel junctions (MTJs) exhibit higher read voltage sensing margins (36% and 48%, respectively), at the cost of longer write access time (1.45× and 2.1×, respectively). The above characteristics make the considered memory technologies to be attractive candidates not only for high-performance computing, but also enable the possibility to bridge the gap from room-temperature to the realm of cryogenic applications that operate down to liquid helium temperatures and below.