One of the easiest way to remember a collection of smaller things that creates a larger, just as individual bones come together to create a skeleton, is to break the larger thing (e.g., the skeleton) into smaller things (e.g., hands, torso, arms, etc.) Focus on memorizing a few bones together as a group, such as all the bones of the hand. Each list you learn is smaller that way. In general, if you can group the bones into groups of 10 bones or fewer, learning them will be easier.
For more visual learners, an easy way to remember the bones is through illustrations or models. Take the time to draw a skeleton in detail, labeling the bones. Lock this image in your head. And doing the physical drawing yourself helps with recall. Then picture your drawing to stimulate your memory. Another visual labeling method is to buy a display skeleton and label the bones. This gives you something tangible to handle, making the learning more hands-on.
For the more creative minded, you can try writing a simple short story in which the bones you are having trouble remembering play a part. For instance, a boy breaks his tibia. Have the boy break several bones and in the story write about setting them. By using the vocabulary over and over in the story, the words will begin to stick in memory. Or perhaps, you would rather use a song to aid your memory. Use the old "The hip bone's connected to the thigh bone" song and write your own, additional lyrics, connecting all 206 bones. Even Hanna Montana sings a bone song that may help with learning a few of the bones.
Then there are a few mnemonics which help with sections of bones. One such mnemonic is used to remember the carpel bones: Scared (New) Lovers Try Positions That They Can't Handle. Each word starts with the letter associated with the bones: (Scaphoid [Navicular] Lunate Triquetrium, Pisiform, Trapezium, Trapezoid, Capitate, Hamate). Of course, when using mnemonics, you still have to remember the names and you have a saying to learn to go with them. However, if mnemonics help, you can also construct your own by taking the first letters of the bones that give you the most trouble and create your own sentences to go with them.