Penguin
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A malloc(3) debugger library written by Paul Nettle who writes for http://www.flipcode.com. Quite useful and featureful, works well for both C and C++. A download link can be found here.

I used MMGR in a medium sized C++ project; it was around 10,000 lines not including external libraries (of which there were many). It found a all the memory leaks which were leading to quite a memory hungry program. This library might be an option for platforms Valgrind is not available on -- SamJansen