Please try using this CVS snapshot:

  http://snaps.php.net/php5.2-latest.tar.gz
 
For Windows:
 
  http://snaps.php.net/win32/php5.2-win32-latest.zip

I've tried to do the same with PHP 5.2.0RC5-dev - no changes.
Memory usage before and after code

curl_close($handle);
curl_multi_remove_handle($mh, $handle);

is the same. 

Looks like curl doesn't release memory which containing downloaded files.

P.S. ????? ?? ??????? :)

Thank you for this bug report. To properly diagnose the problem, we
need a short but complete example script to be able to reproduce
this bug ourselves. 

A proper reproducing script starts with <?php and ends with ?>,
is max. 10-20 lines long and does not require any external 
resources such as databases, etc. If the script requires a 
database to demonstrate the issue, please make sure it creates 
all necessary tables, stored procedures etc.

Please avoid embedding huge scripts into the report.

>P.S. ????? ?? ??????? :)
No, it's a public system.

Here is short script without external resources requipment:

<?php
echo "Initial memory usage: ".memory_get_usage()."\n";

$tasks = array(
	"http://www.google.com",
	"http://www.php.net"
);

$curl_handles = array();
$mh = curl_multi_init();

reset($tasks);
while (list($index, $row)=each($tasks)) {
	$cid = curl_init($row);
	curl_setopt($cid, CURLOPT_RETURNTRANSFER, 1);
	curl_multi_add_handle($mh, $cid);
	$curl_handles[ $index ] = $cid;
}

do { 
	$n = curl_multi_exec($mh, $active);
	$info = curl_multi_info_read($mh);
	
	if (!empty($info)) {
		reset($curl_handles);
		while (list($task_id, $handle)=each($curl_handles)) {
			if ($handle == $info['handle']) {
				$done_task_id = $task_id;
				break;
			}
		}
		
		echo "Task $tasks[$done_task_id] completed\n";
		$memory_usage = memory_get_usage();
		// this should free up resources
		curl_close($info['handle']);
		$diff = memory_get_usage() - $memory_usage;
		echo "Memory usage was: $memory_usage, after curl_close: $diff bytes more\n";
	}

} while ($active);
?>

All memory leaks are reported on shutdown.
What you see is just the way zend memory manager works trying to reduce malloc/realloc/free calls and caching some memory.
No bug here.

I think curl_close() MUST release memory. And it does when using curl_exec() like this:

<?php

$ch = curl_init();

// set URL and other appropriate options
curl_setopt($ch, CURLOPT_URL, "http://www.php.net/");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, 1);

// grab URL and pass it to the browser
curl_exec($ch);

$memory_usage = memory_get_usage();
// close curl resource, and free up system resources
curl_close($ch);
echo "Memory usage was: $memory_usage, after curl_close - ".(memory_get_usage() - $memory_usage)." bytes more\n";
?>

In this code curl_close() releases used memory. But when I use it with curl_multi it doesn't. Why? If it is caching then it must be a bad caching, i guess...

I've commited a small patche which decreases refcount for curl handles added to the multi handle (previously they were destroyed on shutdown).
The patch will appear in the next snapshot.
Thanks you for your help.

Meanwhile lets look into your code:
$curl_handles[ $index ] = $cid; // refcount++
...
if ($handle == $info['handle']) { // refcount++ 
...
curl_close($info['handle']); // refcount--

1 + 1 - 1 = 1, so curl_close() doesn't actually destroy the handle, but just reduces its refcount. To destroy the handles you need to unset() numerous arrays they were added to.
..Or you can put this code into a function, this way all variables will be destroyed automatically when execution goes out of the scope.
Also, notice that curl_close() IS NOT called for the last handle, because $active is false at the moment.

In php5.2 2006-10-06 06:30 snapshot problem is not solved.
Even this code, where each handle is destroyed after use doesn't release memory:

<?php
$tasks = array("http://www.google.com","http://www.php.net");
$mh = curl_multi_init();

reset($tasks);
while (list($index, $row)=each($tasks)) {
	$cid = curl_init($row);
	curl_setopt($cid, CURLOPT_RETURNTRANSFER, 1);
	curl_multi_add_handle($mh, $cid);
	unset($cid); // unset curl handle
}

do { 
	$n = curl_multi_exec($mh, $active);
	$info = curl_multi_info_read($mh); 
	
	if (!empty($info)) {
		$memory_usage = memory_get_usage();
		// this should free up resources
		curl_close($info['handle']);
		$diff = memory_get_usage() - $memory_usage;
		echo "Memory usage was: $memory_usage, after curl_close: $diff bytes more\n";
	}
	unset($info);
} while ($active);
?>

> Meanwhile lets look into your code ...

Does it matter how much refs for curl connection I have?
Lets look at curl_close documentation (http://ua2.php.net/manual/en/function.curl-close.php):
This function closes a CURL session and (!!!)frees all resources(!!!).

There's nothing abount refcounts.

P.S. In submitted script curl releases memory when after while loop is finished I call curl_multi_init() again. %|

>Even this code, where each handle is destroyed 
$mh is not destroyed again and please re-read my previous post: "Also, notice that curl_close() IS NOT called for the last handle, because $active is false at the moment."

>Does it matter how much refs for curl connection I have?
Yes, it does.

>This function closes a CURL session and (!!!)frees all resources(!!!).
The handle is still referenced in $mh and we can't destroy it, because it would leave garbage in $mh.
Please keep this report as closed.