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I agree with Mark that in the past we have been lax in addressing these kinds of problems. I do wish to fix these in the future! It's just hard to find all the leaks. In the past we had reports where a simple loop calling Py_Initialize() and Py_Finalize() with nothing in between would leak; we've fixed these. But now if you put real work in between it still seems to leak. I'll see if I can check in a test program in the Demo tree which Barry can then work on using Insure++.
pbmtl, when you write that "the call to PyEval_CallObject will return an error", can you submit a separate bug report for that with enough details (e.g. C source code) so that we can reproduce the problem? This seems to be a separate bug, unrelated to leakage!