I can reproduce the problem when I run the ssl tests with -unetwork.

I've used PYTHONDUMREFS and combinerefs.py to find the leaking objects.
I'm seeing lots of

0x9fd3e4c [1] SSLSocket
0x9fd2928 [1] ssl.SSLContext <ssl.SSLContext object at 0x9fd2928>
0x9fd5b74 [1] dict {'certfile': None, '_sslobj': <ssl.SSLContext object
at 0x9fd2928>, 'do_handshake_on_con
nect': True, 'ssl_version': 1, '_base': None, 'cert_reqs': 2,
'ca_certs': '/home/heimes/dev/python/py3k/Lib
/test/https_svn_python_org_root.pem', 'keyfile': None,
'suppress_ragged_eofs': True}

in the output.

I guess the problem is connected to::

    _ssl.sslwrap(self, server_side,
        keyfile, certfile,
        cert_reqs, ssl_version, ca_certs)

in Lib/ssl.py. I'm digging in