I hear OpenBSD -current has good malloc intrumentation :
http://marc.info/?l=openbsd-tech&m=130459895903668
http://www.drijf.net/malloc/

I have no OpenBSD -current box to test it but it's rather easy to set up. I can help with that.

--
 Thomas de Grivel
 http://b.lowh.net/billitch/