Coverity scan reports a leak on _hotshot.c: 

Python-2.7.15/Modules/_hotshot.c:442: alloc_arg: "unpack_string" allocates memory that is stored into "s1".
Python-2.7.15/Modules/_hotshot.c:329:5: alloc_fn: Storage is returned from allocation function "PyString_FromStringAndSize".
Python-2.7.15/Objects/stringobject.c:88:5: alloc_fn: Storage is returned from allocation function "PyObject_Malloc".
Python-2.7.15/Objects/obmalloc.c:982:5: alloc_fn: Storage is returned from allocation function "malloc".
Python-2.7.15/Objects/obmalloc.c:982:5: return_alloc_fn: Directly returning storage allocated by "malloc".
Python-2.7.15/Objects/stringobject.c:88:5: var_assign: Assigning: "op" = "PyObject_Malloc(37UL + size)".
Python-2.7.15/Objects/stringobject.c:111:5: return_alloc: Returning allocated memory "op".
Python-2.7.15/Modules/_hotshot.c:329:5: var_assign: Assigning: "*pvalue" = "PyString_FromStringAndSize(buf, len)".
Python-2.7.15/Modules/_hotshot.c:486: leaked_storage: Variable "s1" going out of scope leaks the storage it points to.
 484|           result = PyTuple_New(4);
 485|           if (result == NULL)
 486|->             return NULL;
 487|           PyTuple_SET_ITEM(result, 0, PyInt_FromLong(what));
 488|           PyTuple_SET_ITEM(result, 2, PyInt_FromLong(fileno));

Note for myself: Python 3 isn't affected, _hotshot module has been removed from Python 3.

New changeset 2832ad53358e3fbc4bdc601b9f3fa04dd0deae46 by Victor Stinner (stratakis) in branch '2.7':
[2.7] bpo-36212: Fix two possible reference leaks in the hotshot module (GH-12327)
https://github.com/python/cpython/commit/2832ad53358e3fbc4bdc601b9f3fa04dd0deae46

Thanks Charalampos, I merged your PR. I made minor changes in your commit message.