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. ;)