If you don’t know about the Hekaton engine of SQL Server 2014, please visit below an article.

SQL Server 2014: What is Hekaton?

I am very surprised with the feature list of SQL Server 2016 because it came with lots of features and improvements. Whenever I explored SQL Server 2016, I got something new.
SQL Server 2016 already enhanced In-Memory OLTP by introducing the list of features. Let me share one of the features here.

In the previous version, you cannot create a FOREIGN KEY in memory optimized table. Now, SQL Server 2016 introduced a feature to store the reference of a table in memory so you can create a FOREIGN KEY in memory optimized tables.

You can create a reference between memory optimized tables; you cannot give reference of a Non-memory optimized table to a memory optimized table.

Below is a full demonstration on this.

If you do not configure Memory optimized file group and data file, use below script to configure it.

Add Memory optimized file group:

ALTER DATABASE Database_Name
ADD Filegroup OLTP_InMemory CONTAINS MEMORY_OPTIMIZED_DATA

Add data file into created Memory optimized file group:

ALTER DATABASE Database_Name
ADD FILE (NAME = OLTP_InMemory, FILENAME = N'C:\SQLBackup\Hekaton')
TO FILEGROUP OLTP_InMemory

Create a sample In-Memory table:

CREATE TABLE tbl_Departments
(
	DeptID INT PRIMARY KEY NONCLUSTERED
	,DeptName VARCHAR(20)	
)WITH ( MEMORY_OPTIMIZED = ON, DURABILITY = SCHEMA_AND_DATA)
GO

Create a another In-Memory child table:

CREATE TABLE tbl_Employee
(
	EmpID INT PRIMARY KEY NONCLUSTERED
	,EmpName VARCHAR(20)
	,DeptID INT
	,CONSTRAINT fk_tbl_Employee_EmpID FOREIGN KEY (DeptID) REFERENCES tbl_Departments(DeptID)
) WITH ( MEMORY_OPTIMIZED = ON, DURABILITY = SCHEMA_AND_DATA);
GO

Try to give reference of Non-Memory optimized table to Memory optimized table:

CREATE TABLE tbl_EmpSalary
(
	EmpSalaryID INT PRIMARY KEY 
	,EmpID INT
	,EmpSalary INT
	,EmpSalaryMonth INT
	,CONSTRAINT fk_tbl_EmpSalary_EmpID FOREIGN KEY (EmpID) REFERENCES tbl_Employee(EmpID)
)
GO

You will get below errors:

Msg 10778, Level 16, State 0, Line 1
Foreign key relationships between memory optimized tables and non-memory optimized tables are not supported.
Msg 1750, Level 16, State 1, Line 1
Could not create constraint or index. See previous errors.