Actually in Book 5, Harry wanted to follow Sirius into the room with the veil. Lupin held him back and said, "There's nothing you can do Harry....He's gone." Page 806. That sounds pretty final to me. But this is a magic world after all, so maybe Sirius can find a way to communicate with Harry. Maybe Sirius will become a portrait, like his mother, at 12 Grimauld Place, and he will be able to talk to Harry when he visits the Black Mansion. Maybe Sirius left the house to Harry in his will. Sirius might be gone, but he might still be able to help Harry.