An important component of human analysis of medical images and their context is the ability to relate newly seen things to related instances in our memory. In this paper we mimic this ability by using multi-modal retrieval augmentation and apply it to several tasks in chest X-ray analysis. By retrieving similar images and/or radiology reports we expand and regularize the case at hand with additional knowledge, while maintaining factual knowledge consistency. The method consists of two components. First, vision and language modalities are aligned using a pre-trained CLIP model. To enforce that the retrieval focus will be on detailed disease-related content instead of global visual appearance it is fine-tuned using disease class information. Subsequently, we construct a non-parametric retrieval index, which reaches state-of-the-art retrieval levels. We use this index in our downstream tasks to augment image representations through multi-head attention for disease classification and report retrieval. We show that retrieval augmentation gives considerable improvements on these tasks. Our downstream report retrieval even shows to be competitive with dedicated report generation methods, paving the path for this method in medical imaging.