Recent breakthroughs in recurrent deep neural networks with long short-term memory (LSTM) units has led to major advances in artificial intelligence. State-of-the-art LSTM models with significantly increased complexity and a large number of parameters, however, have a bottleneck in computing power resulting from limited memory capacity and data communication bandwidth. Here we demonstrate experimentally that LSTM can be implemented with a memristor crossbar, which has a small circuit footprint to store a large number of parameters and in-memory computing capability that circumvents the 'von Neumann bottleneck'. We illustrate the capability of our system by solving real-world problems in regression and classification, which shows that memristor LSTM is a promising low-power and low-latency hardware platform for edge inference.