furlong-
That question has been debated long and hard and you are not going to find any crisp answers because a lot is going to be up to interpretations/negotiations - and sometimes in a court of law.
Generally speaking, the manufacturer, in order to deny warranty coverage, has the burden to prove that your mod is what caused the failure. So, for example, if you put on a small pulley and make more HP and your engine ends up sucking a valve, the manufacturer can claim that your mod is what caused/contributed to the failure. On the other hand, if that same car has the headliner fall off, the manufacturer would be obligated to cover the fix under warranty. (Hard to argue that the supercharger mod caused a failure to the headliner.) There are many gray areas, however. Let's say that a rear suspension spring broke on the same car. It is conceivable that the manufacturer could claim that the higher HP caused higher stresses on the spring which contributed to its demise.
Now, regarding mods performed by the dealer. (This is a pet peeve of mine so keep in mind that I am biased, here.) I am so sick of dealers trying to hold consumers hostage by claiming that only they can do the work - and if it's done elsewhere it will not be covered under the warranty. This is BS. The reality is that it is the manufacturer covering the warranty, NOT THE DEALER. So, what a delaer is really saying is that if he does a certain mod, he'll try to lie/cover up the fact the mod exists while he goes to bat for you for warranty coverage. If you do the mod elsewhere, he's not so willing to deceive the manufacturer. Sounds like a great place to do business with, don't you agree? Not.
In summary, if you start making mods to your car, keep in mind that if those mods contribute to a failure, you're on your own. If you do mods in one area and have unrelated failures in another area, you're OK.... but there will be a lot of gray areas.
My $.02 on the topic.