The Ninth Circuit has determined that a petitioner's departure from the United States prior to filing an appeal with the Board of Immigration Appeals (BIA), on its own, does not constitute a valid waiver of his right to appeal.  "[E]ven though the departure-waiver regulation expressly states that an alien’s departure constitutes a waiver of his right to appeal to the BIA, an IJ must inform an alien who requests immediate removal that his departure would constitute a waiver of his right to appeal."  

The full text of Chavez-Garcia v. Sessions can be found here: