Plug small leaks: the [de]compress object itself was never freed.
diff --git a/Modules/zlibmodule.c b/Modules/zlibmodule.c
index 6f416b4..87f5794 100644
--- a/Modules/zlibmodule.c
+++ b/Modules/zlibmodule.c
@@ -332,6 +332,7 @@
 {
   int err;
   err=deflateEnd(&self->zst);  /* Deallocate zstream structure */
+  PyMem_DEL(self);
 }
 
 static void
@@ -340,6 +341,7 @@
 {
   int err;
   err=inflateEnd(&self->zst);	/* Deallocate zstream structure */
+  PyMem_DEL(self);
 }
 
 static char comp_compress__doc__[] =