What memory leak detection tools are available for use with open source C/C++ on Windows?
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WinDbg is always a good choice for any program open or closed.
LeakDiag. Quite hard to find nowadays, but available here. You might also like to get LDGrapher, available in the same place.
The mem (revised) package is an effective and straightforward tool to detect memory buffer overflows, underflows, leaks, double-deletion, and dangling references.
Original link to c.snippets.org, now invalid.
I've been using VLD (Visual Leak Detector) for some times, it works nicely for good code, for more complex code; it's not perfect.