Starting with commit 468e5fec (bpo-36402: Fix threading._shutdown() race condition (GH-13948)) the following trivial test case leaks one reference and one memory block.

class MiscTestCase(unittest.TestCase):
    def test_without_join(self):
        # Test that a thread without join does not leak references.
        # Use a debug build and run "python -m test -R: test_threading"
        threading.Thread().start()

Attached is a patch, that adds this test case to Lib/test/test_threading.py. After you apply this patch "python -m test -R: test_threading" leaks one (additional) reference. This leak is also present in Python 3.7.4 and 3.8.

I'm not sure, if it correct not to join a thread, but it did work flawlessly and didn't leak in previous releases.
I didn't analyse the root cause yet.