As part of a conference that I participated in this week, I have created a lab on using PerfView to investigate Memory issues.
The lab covers both managed and unmanaged code techniques.
The ZIP file below of two Visual Studio 2012 projects which create leaky apps (one C++ and one C#), as well as an MHT file (multi file HTML), which is the document that leads you through the lab. It is loaded with screenshots and is quite detailed. It does assume you have VS 2012 installed and are running on Windows 8.
For those who don't have those prerequisites, I have put the data files that you would have collected into PreWin8DataPackage.zip on my public skydrive. Simply click on the link which takes you to skydrive, and then open the ZIP file by double clicking on int and the contents to a local place and then you can open them in perfView and follow along without needing Win8 or VS 2012. .
To use the InvestigationMemory.ZIP attached below, file simply open it, and drag its contents to a convenient folder on your machine (e.g. the desktop). Then open the MHT file (it should open in the browser) and follow the instructions.