About Memory Leaks
Generally Speaking Memory Leaks still can exist in .net. (Sort of, not all of these are text book memory leaks per se) As in things get stuck in generation 2 garbage collection or when not disposing of object that inherit from IDisposable or for that matter Streams, Events, SQL connections that stay open and mess with you connection pool.While I am not an expert in the matter I will point you to a couple of places that may help you on your quest.
While you are at it Groking the way that garbage collection works helps in this sort of endevor a great deal. Start with something like The Fundementals of Garbage Collection for a general mental picture of just what the heck is going on with all that .NET magic behind the scenes.
On the COM Stuff
Inherent in .NET there are many things that are just simply com and or win32 wrappers calling PInvoke behind the scenes. If gettin down and dirty with insides is what you are wanting then I'd recommend you look at a Decompiler (like IL Spy) where you suspect the leaky code.
Check this out for a deeper discussion on all the wrapper related stuff.
Is .NET A Wrapper Around Win32?