Warn user of unsaved changes before leaving page

To also cover guards against browser refreshes, closing the window, etc. (see @ChristopheVidal's comment to Günter's answer for details on the issue), I have found it helpful to add the @HostListener decorator to your class's canDeactivate implementation to listen for the beforeunload window event. When configured correctly, this will guard against both in-app and external navigation at the same time.

For example:

Component:

import { ComponentCanDeactivate } from './pending-changes.guard';
import { HostListener } from '@angular/core';
import { Observable } from 'rxjs/Observable';

export class MyComponent implements ComponentCanDeactivate {
  // @HostListener allows us to also guard against browser refresh, close, etc.
  @HostListener('window:beforeunload')
  canDeactivate(): Observable<boolean> | boolean {
    // insert logic to check if there are pending changes here;
    // returning true will navigate without confirmation
    // returning false will show a confirm dialog before navigating away
  }
}

Guard:

import { CanDeactivate } from '@angular/router';
import { Injectable } from '@angular/core';
import { Observable } from 'rxjs/Observable';

export interface ComponentCanDeactivate {
  canDeactivate: () => boolean | Observable<boolean>;
}

@Injectable()
export class PendingChangesGuard implements CanDeactivate<ComponentCanDeactivate> {
  canDeactivate(component: ComponentCanDeactivate): boolean | Observable<boolean> {
    // if there are no pending changes, just allow deactivation; else confirm first
    return component.canDeactivate() ?
      true :
      // NOTE: this warning message will only be shown when navigating elsewhere within your angular app;
      // when navigating away from your angular app, the browser will show a generic warning message
      // see http://stackoverflow.com/a/42207299/7307355
      confirm('WARNING: You have unsaved changes. Press Cancel to go back and save these changes, or OK to lose these changes.');
  }
}

Routes:

import { PendingChangesGuard } from './pending-changes.guard';
import { MyComponent } from './my.component';
import { Routes } from '@angular/router';

export const MY_ROUTES: Routes = [
  { path: '', component: MyComponent, canDeactivate: [PendingChangesGuard] },
];

Module:

import { PendingChangesGuard } from './pending-changes.guard';
import { NgModule } from '@angular/core';

@NgModule({
  // ...
  providers: [PendingChangesGuard],
  // ...
})
export class AppModule {}

NOTE: As @JasperRisseeuw pointed out, IE and Edge handle the beforeunload event differently from other browsers and will include the word false in the confirm dialog when the beforeunload event activates (e.g., browser refreshes, closing the window, etc.). Navigating away within the Angular app is unaffected and will properly show your designated confirmation warning message. Those who need to support IE/Edge and don't want false to show/want a more detailed message in the confirm dialog when the beforeunload event activates may also want to see @JasperRisseeuw's answer for a workaround.

The router provides a lifecycle callback CanDeactivate

for more details see the guards tutorial

class UserToken {}
class Permissions {
  canActivate(user: UserToken, id: string): boolean {
    return true;
  }
}
@Injectable()
class CanActivateTeam implements CanActivate {
  constructor(private permissions: Permissions, private currentUser: UserToken) {}
  canActivate(
    route: ActivatedRouteSnapshot,
    state: RouterStateSnapshot
  ): Observable<boolean>|Promise<boolean>|boolean {
    return this.permissions.canActivate(this.currentUser, route.params.id);
  }
}
@NgModule({
  imports: [
    RouterModule.forRoot([
      {
        path: 'team/:id',
        component: TeamCmp,
        canActivate: [CanActivateTeam]
      }
    ])
  ],
  providers: [CanActivateTeam, UserToken, Permissions]
})
class AppModule {}

original (RC.x router)

class CanActivateTeam implements CanActivate {
  constructor(private permissions: Permissions, private currentUser: UserToken) {}
  canActivate(route: ActivatedRouteSnapshot, state: RouterStateSnapshot):Observable<boolean> {
    return this.permissions.canActivate(this.currentUser, this.route.params.id);
  }
}
bootstrap(AppComponent, [
  CanActivateTeam,
  provideRouter([{
    path: 'team/:id',
    component: Team,
    canActivate: [CanActivateTeam]
  }])
);