C / C++ / MFC

// All the following functions are exported from a DLL.
 
Stuff* MakeSomeCrap()
{
    Stuff *pStuff = new Stuff();
    return pStuff;
}
 
void FreeStuff(Stuff *pStuff)
{
    // Since the same DLL delete's it we know for sure we're using the correct heap.
    delete pStuff;
}

wchar_t ****myDB = NULL;

(dllexport)wchar_t ****GetDB()
{
	myDB = GetDataBase();
	return myDB;
}

(dllexport)void FreeMem()
{
    free(myDB);
}

(dllexport)void GetDB(wchar_t ****myDB)
{
    myDB = GetDataBase();
}

(dllexport)void FreeMem(void *addr)
{
    free(addr);
}
// oef c

// C# starts

IntPtr myDB = IntPtr.Zero; // pointer
GetDB(ref myDB);   //pivoke
// do stuff with myDB
FreeMem(myDB);    //pinvoke

extern "C"{

	__declspec(dllexport)void Stuff(wchar_t *&out)
	{
		wchar_t *String = L"test string whatever";
		out = (wchar_t *)malloc(sizeof(wchar_t *) * wcslen(String) + 1);
		wcscpy(out, String);
	}

	__declspec(dllexport)void FreeMem(void *Ptr)
	{
		if(Ptr != NULL)
		{
			free(Ptr);
			Ptr = NULL;
		}
	}
}

[DllImport("testdll.dll")]
public static extern void Stuff(ref IntPtr ptr);

[DllImport("testdll.dll")]
public static extern void FreeMem(IntPtr ptr);

int i = 10000000;
while(i > 0)
{
    IntPtr ptr = IntPtr.Zero;
    testdll.Stuff(ref ptr);
    testdll.FreeMem(ptr);
    i--;
}

__declspec(dllexport)void FreeMem(void *Ptr) {
	if(Ptr != NULL) {
		free(Ptr);
		//Ptr = NULL; //This line does nothing, and with optimisations enabled won't even get compiled into the dll.
	}
}

__declspec(dllexport)void Stuff(wchar_t *&out) {
	wchar_t String[] = L"test string whatever"; //we can now use sizeof() to get the string length at compile time
	//sizeof(String) == sizeof(wchar_t) * (wcslen(String) + 1)
	out = (wchar_t *)malloc(sizeof(String));
	memcpy(out, String, sizeof(String)); //memcpy is faster than strcpy
}

__declspec(dllexport)wchar_t *Stuff() {
	wchar_t String[] = L"test string whatever";
	wchar_t *out = (wchar_t *)malloc(sizeof(String));
	memcpy(out, String, sizeof(String));
	return out;
}

[DllImport("testdll.dll")]
public static extern IntPtr Stuff();