Flatworms branched off our side of the animal tree of life very early on. They're on the same side as molluscs, some of whom (cephalopods) are famous for having a more distributed nervous system.

Granted though many/most organs are stateful and somewhat adaptive - in a sense they'll "remember" what happened. Even plants possess that to varying degrees.

At least spinal cord has a kind of memory related to movement, but that's something else than episodic memory obviously.

I think the evidence is strong, here. Quite difficult to form new memories without a brain!