I've noticed in the following post that you can get a stack trace out of FastMM to show what appears to be where an object was allocated:
How to track down tricky memory leak with fastMM?
I can't find any information on how to enable this in Delphi 2009, though.
I have set ReportMemoryLeaksOnShutdown
to true so I get the basic report, but how do I get the stack trace report?