Doctor Who episode where people draw on themselves to remember when their memories are erased?

You are probably remembering "Day of the Moon" (2011), where the main characters marked themselves every time they saw a Silent, since they could not remember seeing them, but physical records remained.

Excerpts from the TARDIS Data Core:

Three months after the events of the warehouse, Amy is chased down the Valley of Gods in Utah. She has strange pen markings all over her skin and arms. She is cornered between two SUVs and a cliff-face. Canton Everett Delaware III advises her to surrender. When she wonders if he remembers what happened at the warehouse, he responds by shooting her down.

Canton and Amy head for Graystark Hall, despite it being closed two years ago. They meet Dr Renfrew, who is quite erratic. He leads them inside, explaining that the orphanage will close in 1967. However, Canton corrects him, explaining that it's 1969; Renfrew ignores him slightly and tries to continue removing orders to leave scrawled all over the walls. Amy goes off on her own to investigate, calling the Doctor to inform him they found the place; with Renfrew like he is and the messages on the walls, there is no doubt. The Doctor, in the meantime, has been busy with messing around with the electronics in Apollo 11, adding one of his own devices. After telling Amy that repeated memory wipes can fry one's mind, he hangs up because security has caught him.

Amy continues searching the orphanage, finding a nest of hibernating aliens on the ceiling of a room. Her nano-recorder flashes red; she has left a message warning herself to leave and there are tally marks all over her arms and face. Eventually, she departs, forgetting, but one of the aliens wakes as the door slams behind her.