» Mon Nov 19, 2012 3:10 am
As said above, no not really.
You can make some guesses, but not reliably enough for anything to work 100% I would imagine.
http://www.creationkit.com/OnUnload_-_ObjectReference
http://www.creationkit.com/OnCellDetach_-_ObjectReference
They are as good as it gets (and happen way more often than just exiting the game)