It's fun to entertain the thought... I would be inclined to say "no," there isn't such thing as collective memory. My only basis for the decision (aside from the obvious lack of evidence) is that I believe if such a thing exists, it would be universal, all-encompassing, and not exclusive to humans. Unless you're one of those crazies who don't believe animals have souls...
It's called DMT. Your brain releases it while you sleep which causes you to dream. It's released in the highest doses when you're born and when you die. I believe it exists in just about every organic organism. It's supposed to be a hell of an experience too, very short and intense. My neighbors do it often, but I haven't gotten around to trying it yet.

