Take the road to isengard quest... the Ents that leave at the end of Stage 1B... are they characters? (which IIRC that means "Heros and Allys")... well they are Ally's right? Even if from the encounter deck... so, shouldn't I get a resource?
Horn of Gondor - triggers for Objective-Ally cards leaving staging area?
In the case of Road to Isengard, it wouldn't work because the quest card states that "players cannot gain resources."
But sure, the Horn should be able to trigger off of an objective ally leaving play even if nobody controls it. That would include Misty Mountain Eagle in The Battle of Five Armies (you can discard it from the staging area), and Celador in Into Ithilien, who can get killed while in the staging area.