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We study continual learning in the large scale setting where tasks in the input sequence are not limited to classification, and the outputs can be of high dimension. Among multiple state-of-the-art methods, we found vanilla experience replay (ER) still very competitive in terms of both performance and scalability, despite its simplicity. However, a degraded performance is observed for ER with small memory. A further visualization of the feature space reveals that the intermediate representation undergoes a distributional drift. While existing methods usually replay only the input-output pairs, we hypothesize that their regularization effect is inadequate for complex deep models and diverse tasks with small replay buffer size. Following this observation, we propose to replay the activation of the intermediate layers in addition to the input-output pairs. Considering that saving raw activation maps can dramatically increase memory and compute cost, we propose the Compressed Activation Replay technique, where compressed representations of layer activation are saved to the replay buffer. We show that this approach can achieve superior regularization effect while adding negligible memory overhead to replay method. Experiments on both the large-scale Taskonomy benchmark with a diverse set of tasks and standard common datasets (Split-CIFAR and Split-miniImageNet) demonstrate the effectiveness of the proposed method.