It is not important why I had in this moment matplotlib not in sync with python itself whcih was configure using --with-pydebug ... but here I just want to show that maybe you do not test for memleaks using valgrind on import errors (maybe include such testcase into you tests).
Anyway, here is what I got:


==14007== Memcheck, a memory error detector
==14007== Copyright (C) 2002-2012, and GNU GPL'd, by Julian Seward et al.
==14007== Using Valgrind-3.8.1 and LibVEX; rerun with -h for copyright info
==14007== Command: /usr/bin/python2.7 blah.py
==14007== 
Traceback (most recent call last):
  File "blah.py", line 288, in <module>
    import pylab
  File "/usr/lib64/python2.7/site-packages/pylab.py", line 1, in <module>
    from matplotlib.pylab import *
  File "/usr/lib64/python2.7/site-packages/matplotlib/pylab.py", line 222, in <module>
    from matplotlib import mpl  # pulls in most modules
  File "/usr/lib64/python2.7/site-packages/matplotlib/mpl.py", line 1, in <module>
    from matplotlib import artist
  File "/usr/lib64/python2.7/site-packages/matplotlib/artist.py", line 7, in <module>
    from transforms import Bbox, IdentityTransform, TransformedBbox, \
  File "/usr/lib64/python2.7/site-packages/matplotlib/transforms.py", line 35, in <module>
    from matplotlib._path import (affine_transform, count_bboxes_overlapping_bbox,
ImportError: /usr/lib64/python2.7/site-packages/matplotlib/_path.so: undefined symbol: _PyMem_DebugFree
[100070 refs]
==14007== 
==14007== HEAP SUMMARY:
==14007==     in use at exit: 6,303,492 bytes in 31,921 blocks
==14007==   total heap usage: 1,266,299 allocs, 1,234,378 frees, 179,304,947 bytes allocated
==14007== 
==14007== 40 bytes in 1 blocks are definitely lost in loss record 167 of 3,515
==14007==    at 0x4C2C63B: malloc (vg_replace_malloc.c:270)
==14007==    by 0x4EF1E8C: PyMem_Malloc (object.c:2343)
==14007==    by 0x10064848: initialize_builtin_datetime_metadata (arraytypes.c.src:3953)
==14007==    by 0x100719E2: set_typeinfo (arraytypes.c.src:4047)
==14007==    by 0x1016354E: initmultiarray (multiarraymodule.c:4057)
==14007==    by 0x4FB2661: _PyImport_LoadDynamicModule (importdl.c:53)
==14007==    by 0x4FAE3A7: load_module (import.c:1915)
==14007==    by 0x4FB07C1: import_submodule (import.c:2700)
==14007==    by 0x4FAFCC6: load_next (import.c:2515)
==14007==    by 0x4FAED8B: import_module_level (import.c:2224)
==14007==    by 0x4FAF320: PyImport_ImportModuleLevel (import.c:2288)
==14007==    by 0x4F78862: builtin___import__ (bltinmodule.c:49)