Nothing of that severity at all. When your program exits, the memory is returned to the system. Worst case users have to restart your program as it gets bloaty, and they get sick of doing so, and stop using your program. You're not going to do anything to hardware, etc.
-Lee
EDIT: I guess if you leak badly enough that the system exhausts RAM and swap then the OS will no longer be able to grant requests for memory, and the system will start behaving oddly. This is the most extreme case, but it happens.