Recently, continuous cache models were proposed as extensions to recurrent neural network language models, to adapt their predictions to local changes in the data distribution. These models only capture the local context, of up to a few thousands tokens. In this paper, we propose an extension of continuous cache models, which can scale to larger contexts. In particular, we use a large scale non-parametric memory component that stores all the hidden activations seen in the past. We leverage recent advances in approximate nearest neighbor search and quantization algorithms to store millions of representations while searching them efficiently. We conduct extensive experiments showing that our approach significantly improves the perplexity of pre-trained language models on new distributions, and can scale efficiently to much larger contexts than previously proposed local cache models.This solution has been used in speech recognition under the name of cache models [36,37]. Cache models exploit the unigram distribution of a recent context to improve the predictive ability of the model. Recently, Grave et al. [22] and Merity et al. [43] showed that this solution could be applied to neural networks. However, cache models depend on the local context. Hence, they can only adapt a parametric model to a local change in the distribution. These specificities limit their usefulness when 31st Conference on Neural Information Processing Systems (NIPS 2017),