Memory check pointing is a pivotal technique in systems reliability, with applications ranging from crash recovery to replay debugging. Unfortunately, many traditional memory check pointing use-cases require high-frequency checkpoints, something for which existing application-level solutions are not well-suited. The problem is that they incur either substantial run-time performance overhead, or poor memory usage guarantees. As a result, their application in practice is hampered. This paper presents Lightweight Memory Check pointing (LMC), a new user-level memory check pointing technique that combines low performance overhead with strong memory usage guarantees for high check pointing frequencies. To this end, LMC relies on compiler-based instrumentation to shadow the entire memory address space of the running program and incrementally checkpoint modified memory bytes in a LMC-maintained shadow state. Our evaluation on popular server applications demonstrates the viability of our approach in practice, confirming that LMC imposes low performance overhead with strictly bounded memory usage at runtime.