Does it matter if you are entering a building / cave / hatch or leaving?
Is this random, or are some types of areas more likely to hang?
If you are playing the Developer's Cut version of the game, try (in the Developer Mode version) hitting F11 to bring up the cheat window, then use 'goto Region' to get to the main region you are in ('BrokenValley_2 Main' for the start of the game), or 'gotoCharacter' and teleport to an NPC where you want to go.
Does that make a difference, or does the game still hang on the loading screen?
One person recently reported getting this problem leaving small areas, but only after getting to the end section of the game. Reloading an earlier save fixed the issue.