I know there is PlayerJoin but is there a PlayerQuit
Check the wiki for information on parts of the API (i.e. properties, methods and events) before posting here.
The event you want can be found here: http://wiki.roblox.com/index.php?title=Players
Yes, there most certainly is. Try this:
game.Players.PlayerRemoving:connect(function (player) print("The player "..player.Name.." has left!") end)
+1 if I helped.