We have a Windows service which imports data into various databases.
It runs continuously, polling a directory for XML files to transform
and import. The import code uses MSXML 4.0 in C++ through the smart
pointer interface to create two DOMDocument objects for each XML file
and its transform. Boiled down, the code looks like this (extensive
error handling etc. removed):

void CImportSvc::doXMLTransformAux(...)
   {
   MSXML2::IXMLDOMDocument2Ptr   pXSL = NULL;
   MSXML2::IXMLDOMDocument2Ptr   pInpXML = NULL;
   _bstr_t                       transArg;
   VARIANT_BOOL                  loadRes;

   hr = pXSL.CreateInstance("Msxml2.DOMDocument.4.0");
   pXSL->setProperty("ServerHTTPRequest", true);
   pXSL->async = false;

   try
      {
      loadRes = pXSL->load(<transform-file-name>);
      }
   catch( ... )
      {
      ...
      }

   hr = pInpXML.CreateInstance("Msxml2.DOMDocument.4.0");
   pInpXML->setProperty("ServerHTTPRequest", true);
   pInpXML->async = false;
   try
      {
      loadRes = pInpXML->load(<xml-file-name>);
      }
   catch( ... )
      {
      ...
      }

   try
      {
      transArg = pInpXML->transformNode(pXSL);
      }
   catch(_com_error &e)
      {
      CString        errDescription;

      errDescription = (LPCTSTR) e.Description();
      // On failure, errDescription = "A dynamic link library (DLL)
initialization routine failed."
      }

   // Free DOM objects
   pXSL = NULL;
   pInpXML = NULL;
   }

This code works just fine approximately 600 times. Eventually,
pInpXML->transformNode fails and is caught with a _com_error, with the
message shown above. Monitoring the process with Process Explorer
shows no obvious memory leak - private bytes does not increase
perceptibly.

An outer routine surrounds this code fragment with
::CoInitialize()/::CoUnitialize() each time this code fragment is
called. I have tried adding ::CoFreeAllLibraries() before
::CoUnitialize(), and I have confirmed using Process Explorer that
msxml4.dll is unloaded; this has no effect. Presumably, MSXML garbage
collection occurs when the library is unloaded.

A symptom which appears in Process Explorer is handle consumption.
Each time pInpXML->transformNode(pXSL); is called (seen by stepping in
debugger), a WmiGuid handle is consumed by the process; eventually
there are about 600, which are never freed. I don't know whether this
handle is a symptom or cause of the problem, but it's the only
resource I've been able to find which is being consumed.

This behavior is reproducible running on a single machine with
essentially no load on MSXML - this is not a busy Web Server
situation. I don't believe the issues addressed in MS articles 304227
or 297997 are relevant.

Using MSXML 4.0 SP2.

Anybody have a clue what's going on here?