As all the answers have covered most aspects of your question w.r.t. modern OSes, but historically, there is one that is worth mentioning if you have ever programmed in the DOS world. Terminant and Stay Resident (TSR) programs would usually return control to the system but would reside in memory which could be revived by a software / hardware interrupt. It was normal to see messages like "out of memory! try unloading some of your TSRs" when working on these OSes.
So technically the program terminates, but because it still resides on memory, any memory leak would not be released unless you unload the program.
So you can consider this to be another case apart from OSes not reclaiming memory either because it's buggy or because the embedded OS is designed to do so.
I remember one more example. Customer Information Control System (CICS), a transaction server which runs primarily on IBM mainframes is pseudo-conversational. When executed, it processes the user entered data, generates another set of data for the user, transferring to the user terminal node and terminates. On activating the attention key, it again revives to process another set of data. Because the way it behaves, technically again, the OS won't reclaim memory from the terminated CICS Programs, unless you recycle the CICS transaction server.