I haven't seen many threads focused on this so I thought I'd give it a go.
All in windowed mode, 64bit win7.
Possible leaks found so far:
-zooming in and out with mouse wheel (reported already AFAIK)
-toggling between existing unit designs in unit design section
-toggling to 'unit design' and 'dynasty' option in kingdom report menu. ( Example : switching from 'unit design' to 'dynasty' leaks over 2MB ).
-redrawing terrain from under fog of war leaks small amounts ( can be reproduced by moving repeatedly between two tiles visited already )
-toggling selection between objects on the map seems to leak memory when selection indicating box changes shape ( from city to unit ) or colour ( from an inn or bones to unit ) but this behaviour does not occur all the time and I can't seem to pinpoint it in any precise manner.
-opening and closing city improvements dialog leaks memory. Closing the list leaks more than opening it.
-pulling up 'unit details' screen leaks memory
-entering AND leaving 'item shop' leaks memory
-placing a building to be constructed leaks small amounts ( under 100kB )
-scrolling the map when zoomed in leaks memory when an animated tile comes into view
-scrolling the map in cloth map mode also leaks memory (especially when moving the view from an unexplored area into an explored one)
Other memory issues :
-opening help allocates memory, this block is not released when help is closed but it's not allocated again either.
Using above I managed to build up the game's memory usage to approx 720MB after 25 turns (having no units except the soveregin, one city with two buildings, moving just two tiles outside the starting location, and performing no quests)
Hope it helps.