Lots of quick notes during play! Lots of maps! And it really helps to have play write-ups between sessions, *especially* if they are not done by the GM, so there's a sharing out of the responsibility to hold it all.
I also really am finding this technique for mapping relationships very helpful in tracking the game, as well: http://apocalypse-world.com/forums/index.php?topic=567.0
I have it open on my lap during play, and move PCs and NPCs around as the scenes shift, so I always know who is where, and I can always be watching for interesting angles.