Recurrent neural networks have led to breakthroughs in natural language processing and speech recognition. Here we show that recurrent networks, specifically long short-term memory networks can also capture the temporal evolution of chemical/biophysical trajectories. Our character-level language model learns a probabilistic model of 1-dimensional stochastic trajectories generated from higher-dimensional dynamics. The model captures Boltzmann statistics and also reproduces kinetics across a spectrum of timescales. We demonstrate how training the long short-term memory network is equivalent to learning a path entropy, and that its embedding layer, instead of representing contextual meaning of characters, here exhibits a nontrivial connectivity between different metastable states in the underlying physical system. We demonstrate our model's reliability through different benchmark systems and a force spectroscopy trajectory for multi-state riboswitch. We anticipate that our work represents a stepping stone in the understanding and use of recurrent neural networks for understanding the dynamics of complex stochastic molecular systems.