If you transmit a message to Mars, say a rover command sequence, and the outgoing buffer is deleted on the sending side (the original code is preserved, but the transmission-encoded sequence doesn't stick around), then that data, for 20-90 minutes, exists nowhere _except_ space. It's just random-looking electrical fluctuations that are propagating through whatever is out there until it hits a conducting piece of metal millions of miles away and energizes a cap bank enough to be measured by a digital circuit and reconstructed into data.
So, if you calculate the data rate (9600 baud, even), and set up a loopback/echo transmitter on Mars, you could store ~4 MB "in space". If you're using lasers, it's >100x as much.