Roslyn based C# heap allocation diagnostic analyzer.
It can detect most heap allocations including explicit allocations, value type to reference type (boxing), closure captures (a.k.a Display Classes) and can tell you why the closure is being captured. Implicit delegate creation and implicit allocations done by the compiler for params, etc.
It can also run as part of your build and flag as warnings. It is, however, most demonstrative in its code-assist form in the IDE.
Quick Video: https://www.youtube.com/watch?v=Tw-wgT-cXYU
https://github.com/Microsoft/RoslynClrHeapAllocationAnalyzer for the source.