al_set_d3d_device_release_callback man page
al_set_d3d_device_release_callback — Allegro 5 API
#include <allegro5/allegro_direct3d.h> void al_set_d3d_device_release_callback( void (*callback)(ALLEGRO_DISPLAY *display))
The callback will be called whenever a D3D device is reset (minimize, toggle fullscreen window, etc). In the callback you should release any d3d resources you have created yourself. The callback receives the affected display as a parameter.
Pass NULL to disable the callback.