Aiming to accelerate the training of large deep neural models (DNN) in an energy-efficient way, an analog in-memory computing (AIMC) accelerator emerges as a solution with immense potential. In AIMC accelerators, trainable weights are kept in memory without the need to move from memory to processors during the training, reducing a bunch of overhead. However, although the in-memory feature enables efficient computation, it also constrains the use of data parallelism since copying weights from one AIMC to another is expensive. To enable parallel training using AIMC, we propose synchronous and asynchronous pipeline parallelism for AIMC accelerators inspired by the pipeline in digital domains. This paper provides a theoretical convergence guarantee for both synchronous and asynchronous pipelines in terms of both sampling and clock cycle complexity, which is non-trivial since the physical characteristic of AIMC accelerators leads to analog updates that suffer from asymmetric bias. The simulations of training DNN on real datasets verify the efficiency of pipeline training.