If something on your car breaks that is the result or could be the result of an aftermarket part, then that particular part that broke is no longer covered by the warranty.
Example: Your aftermarket sub install ends up shorting out your factory speakers, well now that is no longer covered. Even if it was not the cause, dealers may make you prove otherwise. Lets say you merely have a sub in the trunk, it was never installed or wired because you never got around to it. Now your shorted speakers can be proven to have failed through no action on your part.
Let's say you installed aftermarket coilovers. A few days later your passenger window no longer works. This is still covered by the warranty. No idiot would try to point at coilovers as the reason a power window failed. The window failing has nothing to do with the aftermarket coilovers. Now if your other suspension parts have issues, sure they can try to blame the coilovers then.