The following program shows a few leaks in valgrind (ubuntu 12.04, 
alsa-lib 1.0.25, eglibc 2.15):

#include <alsa/asoundlib.h>

int main()
{
     snd_pcm_t* pcm = 0;
     snd_pcm_open(&pcm, "default", SND_PCM_STREAM_PLAYBACK, 0);
     snd_pcm_close(pcm);
     snd_config_update_free_global();
}

Do I close pcm correctly? In file MEMORY-LEAK it is written that program 
should call snd_config_update_free_global() to free global configuration 
cache and I do so.

I'm not sure, but probably some leaks are caused by glibc.