Strongly correlated bosons in a lattice are a platform to realize rich bosonic states of matter and quantum phase transitions. While strongly correlated bosons in a lattice have been studied in cold-atom experiments, their realization in a solid-state system has remained challenging. Here we trap interlayer excitons--bosons composed of bound electron-hole pairs--in a lattice provided by an angle-aligned WS2/bilayer WSe2/WS2 multilayer; the heterostructure supports Coulomb-coupled triangular moiré lattices of nearly identical period at the top and bottom interfaces. We observe correlated insulating states when the combined electron filling factor of the two lattices, with arbitrary partitions, equals to 1/3,2/3,4/3 and 5/3. These new states can be interpreted as exciton density waves in a Bose-Fermi mixture of excitons and holes. Because of the strong repulsive interactions between the constituents, the holes form robust generalized Wigner crystals, which restrict the exciton fluid to channels that spontaneously break the translational symmetry of the lattice. Our results demonstrate that Coulomb-coupled moiré lattices are fertile ground for correlated many-boson phenomena.