I recently had problems with a memory leak in an ASP.NET application. I learned some useful tools thanks to Fredrik Haglund.
The first one is “handle”, which is part of the Sysinternals suite. With
handle -s -p <pid>
you can display the number of handles for a given process. This could be useful for applications that e.g. open files but do not close them.
The second one is “procdump”, which is also part of the Sysinternals suite. This will dump the entire process by first creating a copy:
procdump64 -ma -r <pid>
This dump can then be analyzed using the Debug Diagnostics Tool from Microsoft.