There is no end of act warning, though you should have a relatively good idea of when you are getting close (the end of the main quest for that act).
The following descriptions for the end of acts do not contain any serious spoilers, but I used the spoiler tag in case you would rather not have even limited information about the game plot (highlight the text to read);
Act 1 - <span class='standouttext'>Spoiler : </span><span class='spoiler'>After confronting Samuel, you can move to act 2 by using one of 2 keys found in his lair. One opens the door to a nearby set of stairs, the other opens the door to the blacksmith's room (approaching the room will give you a hint about what to do).</span>
Act 2 - <span class='standouttext'>Spoiler : </span><span class='spoiler'>After the main quest is done (do all other quests before continuing the one with the alchemist) and you return to the imp village, Tax the imp will ask you if you want to be shown a secret passage (leads to end of act) or if you need more time.</span>
Act 3 - <span class='standouttext'>Spoiler : </span><span class='spoiler'>The end of the act is entering the door to the Raanaar academy.</span>
Act 4 - <span class='standouttext'>Spoiler : </span><span class='spoiler'>When learning how to open rifts, save before entering.</span>
