Depends on your company. Any HR manager worth their salt will hold a 'leaving interview' with you when you are about to leave, to get your perspective on the company - often people are more willing to speak about things that bother them then as opposed to when they're still working for the firm.
Saying that, you won't get any follow-up info if you're bringing a grievance and leaving the company, but at least you will be able to air your points.