Memory loss at night?

For about a week I can't remember much or anything about what happens before bed. Apparently my fianc� and I have had sex for the past 3 nights in a row but I have no memory of it. When I think back things seems to get foggy before bed too. Like last night we watched a movie before going to bed. This morning I first thought we didn't finish it. I had to really concentrate and then I remembered how it ended. Any ideas on why this is happening?