Yes you are entitled to some tax back ... at this late stage in the year it probably won't be very much though.
Your Tax Allowances / Credits are for the whole year .. if you are paid monthly then they are spread over the 12 monthly pay packets you get
So if you finish work in October and leave the country then you will only have received 10/12 of your tax credits.... you are entitled to these tax credits against your salary already earned.
You'll need to fill in a P50 form and submit that to the Revenue along with some parts of your P45 ... should be as simple as that !