After an application has closed, no, it's not possible to get a snapshot of the memory that application used, and therefore not possible to look for memory leaks in that application. (When the process closes, it stops leaking memory, and returns the memory it was using to Windows; ANTS can't take a snapshot because the application's memory has been released.) Just to be clear, AMP is profiling the memory used by just one process (the one your application runs in), not the total memory used on the computer.
If you want to see whether your application is leaking memory just before you close it, you can simply run the program to the point where you would normally close it, take the snapshot, wait for the snapshot to finish returning results, and then close the application. You can then continue viewing
the results after the application you were profiling is closed.
We have a walkthrough guide to finding and fixing memory leaks here
Does any of this help?