The mergers of supermassive black hole binaries (SMBHBs) promise to be incredible sources of gravitational waves (GWs). While the oscillatory part of the merger gravitational waveform will be outside the frequency sensitivity range of pulsar timing arrays (PTAs), the non-oscillatory GW memory effect is detectable. Further, any burst of gravitational waves will produce GW memory, making memory a useful probe of unmodeled exotic sources and new physics. We searched the North American Nanohertz Observatory for Gravitational Waves (NANOGrav) 11-year data set for GW memory. This dataset is sensitive to very low frequency GWs of $sim3$ to $400$ nHz (periods of $sim11$ yr $-$ $1$ mon). Finding no evidence for GWs, we placed limits on the strain amplitude of GW memory events during the observation period. We then used the strain upper limits to place limits on the rate of GW memory causing events. At a strain of $2.5times10^{-14}$, corresponding to the median upper limit as a function of source sky position, we set a limit on the rate of GW memory events at $<0.4$ yr$^{-1}$. That strain corresponds to a SMBHB merger with reduced mass of $eta M sim 2times10^{10}M_odot$ and inclination of $iota=pi/3$ at a distance of 1 Gpc. As a test of our analysis, we analyzed the NANOGrav 9-year data set as well. This analysis found an anomolous signal, which does not appear in the 11-year data set. This signal is not a GW, and its origin remains unknown.
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