No - unlocking a phone will not void the manufacturer warranty on the phone.
Let me explain why. When a phone is locked to a network, it is done so at the request of the networks after the phone has been built to the manufacturers standard. This means that the manufacturer (i.e. Apple, Samsung, Nokia, etc) have built the phone and installed the software they want to sell the phone with and everything is ready for the phone to be sold. However, when the phone is sold to the networks with the intention of being locked, the manufacturer THEN activates the lock. Therefore, the lock itself is a change made outside of the phones original settings. Removing this lock is then seen as a change made to something outside of the manufacturer's original specification.