UnityHeapEx is a managed heap snapshot tool for Unity3D. It works by gathering all
managed references in your game and then traversing the whole object hierarchy and
dumping it into xml file. By inspecting this file, you can get a pretty good idea
of what is there in memory and find any memory leaks you might be having. To use
it, just drop the files into Editor folder inside the project, and a new menu item
should appear.

UnityHeapEx has been originally created in Mail.Ru Games and was used to find
memory leaks in Allods Adventure game.