In this work we study the capacity of interference-limited channels with memory. These channels model non-orthogonal communications scenarios, such as the non-orthogonal multiple access (NOMA) scenario and underlay cognitive communications, in which the interference from other communications signals is much stronger than the thermal noise. Interference-limited communications is expected to become a very common scenario in future wireless communications systems, such as 5G, WiFi6, and beyond. As communications signals are inherently cyclostationary in continuous time (CT), then after sampling at the receiver, the discrete-time (DT) received signal model contains the sampled desired information signal with additive sampled CT cyclostationary noise. The sampled noise can be modeled as either a DT cyclostationary process or a DT almost-cyclostationary process, where in the latter case the resulting channel is not information-stable. In a previous work we characterized the capacity of this model for the case in which the DT noise is memoryless. In the current work we come closer to practical scenarios by modelling the resulting DT noise as a finite-memory random process. The presence of memory requires the development of a new set of tools for analyzing the capacity of channels with additive non-stationary noise which has memory. Our results show, for the first time, the relationship between memory, sampling frequency synchronization and capacity, for interference-limited communications. The insights from our work provide a link between the analog and the digital time domains, which has been missing in most previous works on capacity analysis. Thus, our results can help improving spectral efficiency and suggest optimal transceiver designs for future communications paradigms.