I used the following code to test the memory management (I have a pb) :

Configuration cfg = new Configuration();
cfg.AddAssembly("DomainData");
ISessionFactory factory = cfg.BuildSessionFactory();

for(int i=0;i<100000;i++)
{
ISession session = factory.OpenSession();
//ITransaction tr = session.BeginTransaction();
//tr.Commit();
session.Close();
}

it works fine but if I uncomment the transaction code the sessions are never collected.

Any idea ?

Are you getting an exception?

Anyway, you might read this:
http://nhibernate.sourceforge.net/NHibernateEg/NHibernateEg.Tutorial1A.html#NHibernateEg.Tutorial1A-Persistence
To see how a session should be used...

I don't have the answer, I think, but I have two thoughts on this. First, I would call session.Dispose() after (or instead of) session.Close(). Secondly, you are creating one hundred thousand sessions, doing nothing with them, and expecting the garbage collector to keep up? I don't think it can keep up.