Earlier I was playing 2020 Super Baseball (which I reccomend) and I noticed a message on the screen that said "Saving to memory card". Having never owned a Neo Geo, or even known anyone that has, I really don't know too much about the system and so I was unaware that it was the first home console to use a memory card for saves. A couple of my other Neo Geo VC games said they were saving as well, but I never realized that actually meant they were emulating saving to a memory card. Most of you probably already knew this, I just thought it was a neat little fact that I never knew until today. I also have to applaud SNK (or D4 Enterprise) for putting in the effort to emulate the memory card for every VC game.

_{Now if only Nintendo could start emulating the controller pak...}

Neo Geo games are awesome. I notice too about memory card, it is a console extra that arcades haven´t. It is only a save, no more. The bad thing is you can´t save your game options and it only saves the boss where you lose (it is great to save in last boss so you can finish each fighting game with all characters).

Now I have hope for Gamecube games on the Wii U.

Could be the TurboGrafx.
Obviously TGCD games needed a memory card, but from what I've heard even chip games needed one to be able to save.
(unless you want to get specific because TG (or maybe just PCE?) used something more like a memory box than a card.)
The Famicom also had an external memory unit called the Turbo File, but it was a third-party accessory made by ASCII and I think the JP version of River City Ransom might be the only non-ASCII-made game to use it.
You might be right though if you go specifically by "card".

I got my info from this site here http://www.neogeoprotos.com/memcardfaq.htm Like any site on the web, it could be wrong information. But it sounds like you are right in by saying it was the first memory "card". Other consoles tried things like RAM Carts first.