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In Reg2Py() in winreg.c, in the REG_MULTI_SZ case, there's the following:
 wchar_t **str = (wchar_t **)malloc(sizeof(wchar_t *)*s);
 if (str == NULL)
 return PyErr_NoMemory();
However, not all of the return paths after that point call free(str).
The leaking paths are pretty unusual, so I'm setting the priority to low. The leaking paths occur when PyList_New returns NULL or if the registry entry contains more than INT_MAX characters.
Two other things I noticed and I'm not sure about:
Is INT_MAX really the maximum number of characters for a Python unicode string?
Should this be using PyMem functions instead of malloc/free?

Can somebody answer the question about PyMem versus malloc/free functions.

This was fixed a couple of months ago: https://hg.python.org/cpython/rev/07968254be96. Also, malloc was changed to PyMem_New a couple of weeks ago: https://hg.python.org/cpython/rev/036a2aceae93