This is one of those posts that is inspired by videogames, but to be frank, there are a lot of things that videogames can teach you about running role playing games, both for good or ill. This particular post is inspired by Fable III, which after beating it I have sadly had to reassess my earlier opinion about it being better than the previous two, down to it simply being on par. That however is neither here nor there, and the point of today's post is how you should warn your players before they make a big decision, or otherwise set themselves down a course from which there is no return.
Throughout RPGs of all kinds, you hit points in the story where the players are going to make a decision from which there is no turning back. Either they are about to embark on a journey and not be able to return for a long time, or they are going to set plot into motion that is going to change, or end, everything. Either way, it means that after the PCs make the decision that they are not going to be able to wrap up, or affect, any of the side business stuff that they've been working on before this.
Now, the importance of that side stuff differs from game to game, but either way if it is important to the Players - and if it wasn't why would they have been spending time on it? - then you should let them know when they're going to lose access to it. This is primarily just a courtesy, but it is an important courtesy, especially as you, and their characters on an IC level, may be privvy to a level of understanding of what is going on that the player hasn't caught on to.
Now, I'm usually a big fan of the IC warnings for it, but in this case I also feel an OOC one is good. Just pointing out to people "This is going to change things/possibly end things, is there anything you want to do before heading out?" . That is all it really takes, and the player then gets to set their things up for how they want them going into the next part of the game.
Videogame wise, Mass Effect does this, as does Mass Effect 2, pointing out when you are about to go to the end game that it will be the last chance you have to wrap up any side things you want to do. In Fable III however, this isn't the case and it has had a massive negative impact on the end game experience for everyone I know who has played the game through.
I won't go into details for those who are still playing, just to say that there is no warning before the end game hits you, and there is a massive time jump that breaks the earlier pattern. When it hit me, as it did in a few table top campaigns I've been in, I felt almost cheated. Things I had been setting up for use down the road, or to help with that very same end game, were cut off from me without warning, and so I never got to implement them. Even worse when it turned out they would have dealt with major problems that did crop up. In Fable III, it was bad game design. In the table top RPGs, it had more to do with the GM assuming everyone knew that the big hop was coming, when we really didn't know on an OOC level just how close we were to doing it.
Fallout 3 is apparently also bad for this, not warning you before you start the final mission, at which point you are locked in. In any case, it really is a lot of bad stuff that is so easily offset with just a warning. So, keep it in mind when your game is coming to one of those big decisions, and let your players know that they have one last chance to take care of their side business before things move forward.