My Lo likes to cry when it's time to leave a place or stop playing and go do something else. How do I get him to calmly transition?

Yup, same as what polar mummy77 suggested. Give advance notice ("we will be leaving in 5 minutes time"); Be firm ("come on, it's time to go now.") and not phrase it as a question; Give simple instructions ("go put on your shoes"); Entice them ("It's dinner time! We are having your favourite noodles tonight!"). You can also try whispering the instruction to him. I think children find it intriguing and are more likely to follow instructions when it is whispered to them. ;)

I believe in empowering your little one. Let your bub know that it is almost time to go and tell them to choose one more thing to do. This will give your baby a few minutes to adjust to the fact that fun time is almost over as well as give them a feeling of control.