As other people have mentioned, CreateEvent / CreateEventEx are used to create "Event" handles. These represent synchronization objects that are frequently used to gate access, provide signals (potentially) to other threads, and may also be used as the basis for locks.
If you're trying to debug a leak involving Event handles, you should try to look for places where CreateEvent(Ex) is called without a corresponding CloseHandle(). Depending on what frameworks you used to obtain Events, you may also find that you might just be missing them on cleanup if they are members of another object/structure (Ex. something that has a generic HANDLE member variable that is skipped on cleanup, or a pointer to a HANDLE, etc).
If you don't recall having created these objects in your own code, it is possible you are missing a analogous Close() or other cleanup method on another class or provider that uses them internally. Things that do background processing, signaling, or provide methods to wait for operations to finish are the usual suspects here.
Create Event Handles
CreateEvent Function @ MSDN
CreateEventEx Function @ MSDN
Cleanup Handles
CloseHandle Function @ MSDN