I had always assumed that a file would leak if it was opened without being closed, but I just verified that if I enter the following lines of code, the file will close:
In CPython, at least, files are closed when the file object is deallocated. See the file_dealloc function in Objects/fileobject.c in the CPython source. Dealloc methods are sort-of like __del__ for C types, except without some of the problems inherent to __del__.