Is there a way to find which COM pointers are not released?

In practice to control releasing instances of the COM objects in the application you can use the helper template classes such as CComPtr CComQIPtr or CInterfaceList of the ATL. That allowing you to work with COM interfaces as with the regular C++ classes without afraiding that any object will not be freed. See an example:

CComPtr<IMMDeviceEnumerator> _enum;
// Create instance - Instead of __uuidof(MMDeviceEnumerator) you can use CLSID_MMDeviceEnumerator
_enum.CoCreateInstance(__uuidof(MMDeviceEnumerator), NULL, CLSCTX_ALL);
if (_enum) {
	CComPtr<IMMDevice> _device;
	// Initialize as the pointer argument
	_enum->GetDefaultAudioEndpoint(eRender, eConsole, &_device);
	// Query Interface
	CComQIPtr<IAudioClient> _client = _device;
	// if QueryInterface succeeded
	if (_client) {
		// Use client object
		//...
	}
	// Release object directly
	_enum.Release();
	// ANother instance assigned AddRef called
	CComPtr<IMMDevice> _device2 = _device;
	// We are not release _device and _device2 objects
	// they are freed automatically then you leave the scope
}

In some cases I create proxy one or few interfaces of the object and pass then instead to track nested object releasing and to see what interfaces queried from it and so on, but this may not be necessary in your case.

Regards,
Maxim

Check that you release your own COM pointers in time, so best not in the destructor but earlier like at the begin at the WM_CLOSE handler or even earlier like when the user wants to exit. The COM stuff takes some time, so be sure that it gets its time to exit properly.