In this talk, we present several experiments on the behavior of colloidal particles in viscoelastic baths which exhibit strong memory effects. Opposed to purely viscous, i.e., Markovian systems, our experimental and theoretical results reveal a number of novel phenomena including fastened hopping rates over potential barriers, non-reciprocal and reciprocal eigenmodes during the relaxation after strong shearing and an enhanced rotational diffusion coefficient of self-propelled particles in non-Markovian baths. Because our model does not make use of system-specific properties, we expect that similar results can be also found in a huge number of technical and biological viscoelastic systems.