After running the VS2010 profiler with Object Lifetime Tracking in my app, I have this on a particular class :
Number of Instances----------
EDIT 2018: if you have visual studio 2015+ then the whole process is much simpler: MSDN tutorial.
if you want to know exactly which instances are alive , all you need to do is take a process dump with Adplus, that comes with the debugging tools for windows. (its now part of the SDK download.)
then in WinDBG, use the !dumpheap -type command to see what instaces of which classes are still up.
then you can use the !gcroot to see who is holding that reference.