Onboard Storage

Hi there;

I'm a newbie to Arduino, and have just bought a board and plan to start playing with it soon.
I've just one question; i've searched all over for an answer but haven't found anything.

Is there any way to store data on the board without a serial/usb connection output? For example, if I was to wire up a GPS receiver, would I be able to log the strings and then download them at a later time?

Kind regards,