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test_datetime currently leaks memory blocks:
test_datetime leaked [3, 4, 3] memory blocks, sum=10
Attached patch should be added to Lib/test/ to only run a minimum set of tests which reproduce the bug.

C:\vstinner\python\master>python -m test -R 3:20 -u all test_datetime
Running Debug|x64 interpreter...
Run tests sequentially
0:00:00 [1/1] test_datetime
beginning 23 repetitions
12345678901234567890123
.......................
test_datetime leaked [1, 2, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1] memory blocks, sum=21
test_datetime failed
== Tests result: FAILURE ==
1 test failed:
 test_datetime
Total duration: 562 ms
Tests result: FAILURE

This is because of a leak of 'wstr' at https://github.com/python/cpython/blob/1005c84535191a72ebb7587d8c5636a065b7ed79/Objects/unicodeobject.c#L3476 .
There is another leak and usage of uninitialized 'str' because the following "else if" clause doesn't have a 'return' (probably due to copy-paste from unicode_decode_locale() in 3d4226a832cabc630402589cc671cc4035d504e5).

Correction: the fall-through in "else if (res == -3)" clause doesn't cause a memory leak, but still results in usage of uninitialized 'str'.

Oh, I see. unicode_encode_locale() has multiple bugs in the code handling errors :-(
I don't think that my commit 3d4226a832cabc630402589cc671cc4035d504e5 introduced the memory leak triggered by test_datetime, it seems older. Python 3.7 also has the bug in unicode_encode_locale(). The memory leak has been introduced by commit 7ed7aead9503102d2ed316175f198104e0cd674c, also written by me :-)

New changeset bde9d6bbb46ca59bcee5d5060adaa33c3ffee3a6 by Victor Stinner in branch 'master':
bpo-34523, bpo-35322: Fix unicode_encode_locale() (GH-10759)
https://github.com/python/cpython/commit/bde9d6bbb46ca59bcee5d5060adaa33c3ffee3a6

bpo-34482 added the test in test_datetime which triggered the bug.

New changeset 85ab974f78c0ebcfa611639864640d0273eb5466 by Victor Stinner in branch '3.7':
bpo-34523, bpo-35322: Fix unicode_encode_locale() (GH-10759) (GH-10761)
https://github.com/python/cpython/commit/85ab974f78c0ebcfa611639864640d0273eb5466

I tested manually that "python -m test test_datetime -R 3:3" pass on 3.7 and master branches.
Note: PyUnicode_DecodeLocale() is still untested, only _Py_DecodeLocaleEx() and _Py_EncodeLocaleEx() are tested.