There is no event that notifies your app if a tag is removed from the reader. A typical approach to detect removal is to actively poll the tag (e.g. by reading an NDEF message or a data block) until you receive IOException indicating that communication with the tag was lost.
UPDATE
As of Android API level 24 this is no longer true. There is now a method
NfcAdapter.ignore(tag, debounceMs, tagRemovedListener, handler);
that can be used to register a callback for getting notifications upon tag removal. This method may have some issue though, so carefully read the documentation on side-effects/corner cases.
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