One method, using arrays to hold the variables so changes can be tracked.
Here's a very simple method to detect changes, but the rest isn't as elegant.
Another method which is fairly simple and small, from Farfetched Blog:
<body onLoad="lookForChanges()" onBeforeUnload="return warnOfUnsavedChanges()">
<form>
<select name=a multiple>
 <option value=1>1
 <option value=2>2
 <option value=3>3
</select>
<input name=b value=123>
<input type=submit>
</form>
<script>
var changed = 0;
function recordChange() {
 changed = 1;
}
function recordChangeIfChangeKey(myevent) {
 if (myevent.which && !myevent.ctrlKey && !myevent.ctrlKey)
  recordChange(myevent);
}
function ignoreChange() {
 changed = 0;
}
function lookForChanges() {
 var origfunc;
 for (i = 0; i < document.forms.length; i++) {
  for (j = 0; j < document.forms[i].elements.length; j++) {
   var formField=document.forms[i].elements[j];
   var formFieldType=formField.type.toLowerCase();
   if (formFieldType == 'checkbox' || formFieldType == 'radio') {
    addHandler(formField, 'click', recordChange);
   } else if (formFieldType == 'text' || formFieldType == 'textarea') {
    if (formField.attachEvent) {
     addHandler(formField, 'keypress', recordChange);
    } else {
     addHandler(formField, 'keypress', recordChangeIfChangeKey);
    }
   } else if (formFieldType == 'select-multiple' || formFieldType == 'select-one') {
    addHandler(formField, 'change', recordChange);
   }
  }
  addHandler(document.forms[i], 'submit', ignoreChange);
 }
}
function warnOfUnsavedChanges() {
 if (changed) {
  if ("event" in window) //ie
   event.returnValue = 'You have unsaved changes on this page, which will be discarded if you leave now. Click "Cancel" in order to save them first.';
  else //netscape
   return false;
 }
}
function addHandler(target, eventName, handler) {
 if (target.attachEvent) {
  target.attachEvent('on'+eventName, handler);
 } else {
  target.addEventListener(eventName, handler, false);
 }
}
</script>