Take some malloc'd memory, stuff it into a NumPy ndarray so that, when this array is out of scope, the original memory is free'd.

return_memory_as_np_array.pyx

import numpy as np
cimport numpy as np

cdef extern from "numpy/arrayobject.h":
    void PyArray_ENABLEFLAGS(np.ndarray arr, int flags)
    object PyArray_SimpleNewFromData(int nd, np.npy_intp* dims, int typenum, void* data)
    void _import_array()

cdef np.ndarray[np.int32_t, ndim=1, mode='c'] from_pointer_to_ndarray(np.npy_intp n_elements,
                                                                      np.int32_t* values):
    # THIS LINE IS CRITICAL: https://docs.scipy.org/doc/numpy/reference/c-api.array.html#c.import_array 
    _import_array()

    cdef np.ndarray[np.int32_t, ndim=1, mode='c'] np_values;
    np_values = np.PyArray_SimpleNewFromData(1, &n_elements, np.NPY_INT32, values)
    # PyArray_ENABLEFLAGS is *critical* !!!
    # It ensures that, when this ndarray goes out of scope, the underlying array's memory
    # is free'd (aka our np.int32_t* community is free'd).
    PyArray_ENABLEFLAGS(np_values, np.NPY_OWNDATA)
    return np_values