Depends on how metaphorical and/or political you want to get.

Arguably books could be considered warning waystones, but that's a stretch in this context.

Physical monuments though, we have loads, lots of war memorials are/were intended as warning about the cost of war.

Auschwitz-Birkenau being left as as it is could be considered another.

If you want to get really close to similar intentions there are the long term nuclear waste warnings:

https://en.wikipedia.org/wiki/Long-term_nuclear_waste_warnin...

A bit more esoteric (and less warningy) and you get the signals we send in to space intentionally as a time-capsule/marker for potential alien contact.