There isn't much difference between Windows and Unix with respect to that.
In both, there are two levels of allocation. The operating system allocates memory to the process in large chunks (one page or more; on x86, the page size is usually 4096 bytes). The runtime libraries, running within the process, subdivide this space and allocate parts of it to your code.
To return the memory to the operating system, first all the memory allocated from one of these large chunks has to be released to the runtime library. The runtime library then can, if it wants, tell the operating system to release that chunk of memory.
On Linux, you have brk
and mmap
. brk
controls the size of of a large chunk of memory allocated to your process; you can expand or shrink it, but only at one end. malloc
traditionally expands this chunk of memory when it needs more memory to allocate from, and shrinks it when possible. However, shrinking is not easy; it takes a single one-byte ill-timed allocation at the end to make it unable to shrink even if everything before that allocation has been freed. This is the source of the "Unix doesn't release memory back" meme.
However, there's also anonymous mmap
. Anonymous mmap
requests a chunk of memory from the operating system, which can be placed anywhere in the process memory space. This chunk can be returned easily when it's not needed anymore, even if there are later allocations which weren't released yet. malloc
uses also mmap
(particularly for large allocations, where a whole chunk of memory can be easily returned after being freed).
Of course, on both Windows and Linux if you do not like the behavior of the memory allocator (or allocators) from the runtime libraries, you can use your own, asking memory from the operating system and subdividing it the way you want (or sometimes asking memory from another allocator, but in larger blocks). One interesting use is to have an allocator for all the memory associated with a task (for instance, a web server request), which is completely discarded at the end of the task (with no need to free all the pieces individually); another interesting use is an allocator for fixed-size objects (for instance, five-byte objects), which avoids memory fragmentation.