The following is a hello world program specified in the wx documentation.

// wxWidgets "Hello world" Program
// For compilers that support precompilation, includes "wx/wx.h".

#include <wx/wxprec.h>
#ifndef WX_PRECOMP
    #include <wx/wx.h>
#endif

class MyApp: public wxApp
{
public:
    bool OnInit();
};

class MyFrame: public wxFrame
{
public:
    MyFrame(const wxString& title, const wxPoint& pos, const wxSize& size);
private:
    void OnHello(wxCommandEvent& event);
    void OnExit(wxCommandEvent& event);
    void OnAbout(wxCommandEvent& event);

    wxDECLARE_EVENT_TABLE();
};

enum
{
    ID_Hello = 1
};

wxBEGIN_EVENT_TABLE(MyFrame, wxFrame)
    EVT_MENU(ID_Hello, MyFrame::OnHello)
    EVT_MENU(wxID_EXIT, MyFrame::OnExit)
    EVT_MENU(wxID_ABOUT, MyFrame::OnAbout)
wxEND_EVENT_TABLE()

wxIMPLEMENT_APP(MyApp);

bool MyApp::OnInit()
{
    MyFrame *frame = new MyFrame( "Hello World", wxPoint(50, 50), wxSize(450, 340) );
    frame->Show( true );
    return true;
}

MyFrame::MyFrame(const wxString& title, const wxPoint& pos, const wxSize& size)
: wxFrame(NULL, wxID_ANY, title, pos, size)
{
    wxMenu *menuFile = new wxMenu;
    menuFile->Append(ID_Hello, "&Hello...\tCtrl-H",
    "Help string shown in status bar for this menu item");
    menuFile->AppendSeparator();
    menuFile->Append(wxID_EXIT);sato
    wxMenu *menuHelp = new wxMenu;
    menuHelp->Append(wxID_ABOUT);
    wxMenuBar *menuBar = new wxMenuBar;
    menuBar->Append( menuFile, "&File" );
    menuBar->Append( menuHelp, "&Help" );
    SetMenuBar( menuBar );
    CreateStatusBar();
    SetStatusText( "Welcome to wxWidgets!" );
}
void MyFrame::OnExit(wxCommandEvent& event)
{
    Close( true );
}
void MyFrame::OnAbout(wxCommandEvent& event)
{
    wxMessageBox( "This is a wxWidgets' Hello world sample",
    "About Hello World", wxOK | wxICON_INFORMATION );
}
void MyFrame::OnHello(wxCommandEvent& event)
{

}

In particular, the following lines are concerning me.

wxMenu *menuHelp = new wxMenu;
wxMenu *menuFile = new wxMenu;

Two local variables menuHelp and menuFile are created, assigned a pointer to allocated memory, and then they go out of scope and forget about said memory.

Nowhere does wx specify when this memory is freed, so I conclude this never happens (until, of course, the application is terminated and the operating system cleans up). In fact, this method is called every time I click on "File".

What is this sorcery?

OK, I found something explaining what's going on. http://docs.wxwidgets.org/trunk/classwx_menu.html

I'm still baffled at how it knows what to delete. Does anyone care to elaborate a little more in detail?

menuBar->Append( menuFile, "&File" );
menuBar->Append( menuHelp, "&Help" );
SetMenuBar( menuBar );

This sets ownership of the dynamically allocated objects. The owner of the object is responsible for deleting it. No sorcery, just old-fashioned move semantics.

Thanks, it makes loads of sense now!