When does Boo Radley lose his innocence? Was it when his family locked him up, when he stabbed his father, or when he killed Bob Ewell?
I would argue that Boo Radley never loses his innocence. During the first half of the novel, readers learn, through the stories and play of the children, many rumors about Boo including his supposedly ghastly physical appearance, the "fact" that he stabbed his own father with a pair of scissors, and the reports that he lurks through the neighborhood peering in people's windows, eating cats, and freezing flowers with his breath. These rumors are contrasted with Boo's actual kind acts which include leaving tokens in the knothole for the kids, putting a blanket around Scout during Miss Maudie's house fire, and, eventually, rescuing Jem and Scout from Bob Ewell.
In fact, the only information we get about Boo from reputable grown-ups (the combination of Miss Maudie and Atticus) is that Boo was "made a ghost" because his uber-conservative parents shut him away due to their restrictive interpretation of scripture (Miss Maudie calls the Radleys "foot-washin' Baptists" as opposed to regular Baptists like herself). It seems most likely that because of the hidden reality of Boo's upbringing, he lives his adult life in a sort of suspended childhood state where his only entertainment is watching Jem, Scout, and Dill grow up. This theory is supported by the childish nature of his gifts in the knothole and the general shyness and fear of the dark he demonstrates at the end (Scout has to walk him home).
So, at the end, while the evidence supports that Boo killed Bob Ewell, he did it as a sort of guardian angel to Jem and Scout; he didn't do it out of any sort of malicious hatred for Bob or any sort of vigilante justice—he was simply protecting "his children." When Atticus and Heck Tate sort out the clues and put two and two together (Jem was unconscious and couldn't have stabbed Bob, and Scout's narration indicates that Bob couldn't have fallen on his knife), Heck decides he's going to cover for Boo.
Heck says, "Mr. Finch, taking the one man who's done you and this town a great service an' draggin' him with his shy ways into the limelight--to me that's a sin. It's a sin and I'm not about to have it on my head" (Lee 318). Atticus, ever the bastion of honesty, worries about what kind of example covering up the truth will set for Scout, so he asks her if she understands, and she answers, "Well, it'd be sort of like shootin' a mockingbird, wouldn't it?" (Lee 318).
Since Atticus had already declared it a sin to kill a mockingbird because they only provide music and do no harm, they are an established symbol of innocence. Boo Radley WOULD HAVE lost his innocence if Heck had exposed him to the town so that they could celebrate and reward his heroic rescue of the children or maybe even put him on trial for Bob's death. Like shooting a mockingbird, bringing Boo into the public eye would destroy his innocence, so instead they let Scout walk him home, never to be seen again (by Scout at least) with his innocence preserved.