Strictly speaking, I was wrong and squall_01 was right. Memory Stick is a removable flash memory card format, launched by Sony in October 1998.
This is a Sony Memory Stick:
This is a flash drive, pen drive, USB drive, USB stick, jump drive, USB Flash Drive, UFD, Travel Stick, key drive, thumb drive, USB drive, keychain drive, memory key...
Many people call these things "memory sticks" which must annoy Sony.