As a data point, creating 100,000 coroutines in Lua uses about 183 MB* , which works out to about 1.9K apiece. This seems independent of the function included in the coroutine -- "return 3" and a function with several pages of code use the same space. It's probably a small stack, a closure for "upvaues", and a function pointer.

Note that this doesn't include memory for the IO connection, but the original question was about the space overhead of coroutines themselves. How much do Perl and Haskell use without the IO handle?

* On an AMD64 running OpenBSD 4.6. On an i386 (32-bit) system, it took 142 MB.