They can't unilaterally void "the warranty." If your blinkers quit working the week after going Stage 3, they've got to fix it. If the radiator starts leaking, they've got to replace it.
What they can do is deny engine damage and some drivetrain damage like a snapped CV axle or broken tranny.
Some areas are more vague. If you have a syncro problem, it can't really be blamed on any change in the engine's output so it should still be warrantied but you can bet it won't be without a fight.
Dealerships love to treat "the warranty" as if it's a single yes-or-no item. Federal law is on your side while funding is on the dealer/manufacturer's side. Are you willing to sue when they don't cover your power locks because you installed an intake? Coverage that you should be eligible for still boils down to your willingness to fight for it.
Having said all that, I said "screw it" to my warranty 3-4 months after buying the car. At that point I knew anything that broke would be my fault and I'd take care of it. To date that's been two stock turbos which is why I now have a FP Green, FMIC, and the supporting mods to begin installing when I have the time.