Methods for navigation based on large-scale learning typically treat each episode as a new problem, where the agent is spawned with a clean memory in an unknown environment. While these generalization capabilities to an unknown environment are extremely important, we claim that, in a realistic setting, an agent should have the capacity of exploiting information collected during earlier robot operations. We address this by introducing a new retrieval-augmented agent, trained with RL, capable of querying a database collected from previous episodes in the same environment and learning how to integrate this additional context information. We introduce a unique agent architecture for the general navigation task, evaluated on ObjectNav, ImageNav and Instance-ImageNav. Our retrieval and context encoding methods are data-driven and heavily employ vision foundation models (FM) for both semantic and geometric understanding. We propose new benchmarks for these settings and we show that retrieval allows zero-shot transfer across tasks and environments while significantly improving performance.