From what I've learned so far only Aerie and Keldorn can leave without a way of getting them back, to wit:
1. When you've allowed her to leave (in various conversations, etc.), there's no way of getting her back. Likewise, when you screw things up with the Aerie/Haer Dalis fling... (tip - be understanding)
2. When you let Keldorn get back to his family soon as his subquest is over (didn't kill the guy who cuckolded him), he goes for good.
All the others, I think, just go to some default place (e.g. Minsc, Anomen, and Yoshimo at the Copper Coronet,etc.) Others still can be asked to stay where he/she is the moment you let go of them (Cernd, Nalia). One reminder though, beware of leaving a party member behind to stay someplace where enemies abound, they CAN get killed even when they're no longer with your party).