Heap corruption detection tool for C++

Question

Is there any tool to help me detect heap corruption in C++? I can't provide source code because it's a big project. I can use any tool that works with Visual Studio or with xcode. The tool should work fine with multithreading. The problem is not very common, it appears after a long time and only in very special cases(they were not detected precisely!).

Thank you!

EDIT:

Thanks you all for your answers! I will test the tools and I will accept one answer after the tests.

Answer 1

Valgrind is the defacto tool for doing memory instrumentation for native code. It, however, does not run on Windows (OS X is fine).

There are a few commercial tools which do run on Windows, and while they feature a GUI, are in my opinion inferior to Valgrind.