Totalview
Totalview is a very powerful source code analysis tool with multi-process/multi-threading support. It supports C/C++ and Fortran sources and runs on Linux, MacOS and various UNIX based platforms.
The Totalview debugger, in the words of it's User's Guide, is "part of a suite of software development tools for debugging, analyzing and tuning the performance of programs, including multiprocess (MPI) and/or multithreading (OpenMP) programs".
The memory debugging component is also separately available as an easy to use tool: Memoryscape. The latter tool allows identification of memory leaks as well as memory profiling.
Finally, on x86_64 based systems, the Totalview Replay Engine is available, which allows you to roll back the state of your program to any point in the past.
Official site
Documentation
Video tutorials
Another Totalview tutorial
