Lag synchronization denotes a particular form of synchronization in which the amplitudes of two interacting, nonidentical chaotic oscillators are correlated but there is a characteristic time delay between them. We study transitions to and between different forms of synchronization for the attractors defined as "in-phase" and "out-of-phase" and investigate the processes by which lag synchronization is lost in two coupled Rössler systems. With a small frequency mismatch between the two systems, these processes are related to the occurrence of a peculiar form of basin structure as more and more periodic orbits embedded into the synchronized chaotic state become unstable in a transverse direction.