Any changes under warranty, not only a lease are usually forbidden.
I am doing a Red Carpet Lease, and what I do will either stay on the car [as I plan to purchase at the end of the lease term], but if not -- you can take off the wheels, body kit and springs if the dealer you work with is horrible about it.
Sometimes, they like to have a nice fixed up used vehicle at the end to attract other buyers.
I would think that ripping apart the block and doing major internal work would definately be a no-no, however.
I have done the airbox-mod, SCT tuner, tint, soon to be wheels, tires, drop and exhaust.
My dealer does their OWN customizations anyway, so I can't see them giving me a hard time over it. Really, it's all in who you deal with.
For the dealers that want to "void your warranty", have them read the Magnusson-Moss Warranty Act.
"...but it is illegal for a warranty to be voided just because an aftermarket part was added to the vehicle."
Basically, it boils down to if there was a failuire of the vehicle, and the "part" you added was a DIRECT cause, that failed part would not be covered in warranty. If you added a K&N Intake and the wheel fell off -- that'd be covered.