strace - Trace system calls and signals. A diagnostic, debugging and instructional userspace utility.
ANTS Performance Profiler - Speed up the performance of your application with ANTS Performance Profiler, for .NET code analysis.
ftrace - A function tracer for the Linux kernel.
Deleaker - Deleaker finds memory leaks, GDI leaks, leaks of handles, USER objects and others. Available both as a Visual C++ extension and standalone application.
Valgrind - Valgrind is an instrumentation framework for building dynamic analysis tools.
Relyze WonderLeak - WonderLeak is a native Windows allocation profiler, designed from the ground up to be blazingly fast and handle profiling large multi threaded applications with ease.