Only after both atomic bombs had been dropped — they were not explicitly warned before Hiroshima, and there was no indication of which cities would be targeted for the second bombing run. There is a lot of misinformation about this on the Internet, but I've looked into the actual history of the thing from the people who did the operation, and they are very much to the point about the fact that they didn't get the pamphlet operation rolling until after the Nagasaki shot occurred. In fact, Nagasaki got "warned" a day after the bomb had been dropped. Full details here along with links to the documents in question that in my mind conclusively resolve this question.

People often like to invoke the "warning" idea as further justification for the bombs, which I think is a little silly, but even more so because it didn't happen. The project was kept secret on purpose. After Hiroshima the fact of the atomic bomb was announced but obviously they would not indicate which cities they were targeting (or when), because they feared it would provoke a defensive maneuver. One can agree or disagree with the bombings, but leave the warning story out of it, because it is bunk, based on some rather trivial historical confusions about the difference between writing a pamphlet and when you show it to anybody else (if you do at all).