The introduction of statistical shape knowledge into level set based segmentation methods was shown to improve the segmentation of familiar structures in the presence of noise, clutter or partial occlusions. While most work has been focused on shape priors which are constant in time, it is clear that when tracking deformable shapes certain silhouettes may become more or less likely over time. In fact, the deformations of familiar objects such as the silhouettes of a walking person are often characterized by pronounced temporal correlations.In this paper, we propose a nonlinear dynamical shape prior for level set based image segmentation. Specifically, we propose to approximate the temporal evolution of the eigenmodes of the level set function by means of a mixture of autoregressive models. We detail how such shape priors "with memory" can be integrated into a variational framework for level set segmentation. As an application, we experimentally validate that the nonlinear dynamical prior drastically improves the tracking of a person walking in different directions, despite large amounts of clutter and noise.