I have been working in the US for almost 3 years under an H1B visa. I am leaving the US permanently soon. I know I will have to file taxes for this year in 2009 but after that, am I in any obligation to still file taxes? How can I file taxes if I am already outside the US?

If you leave the U.S. in 2008, then 2008 is your last tax return. You will file tax from the foreign country. You can give your foreign address on the tax return. If you have a refund, you will get it at your foreign address.
After that you don't file any tax return, unless you have income from the U.S. sources.

Piece of advice: keep youir U.S. checking account open.

That way, you can have the refund direct deposited into that checking account, then have the bank wire the funds to your home country bank.

Much easier and SAFER than having the IRS mail you a check to your home country address.