This is a real issue for endurance cyclists, in particular, and can cause brittle bones through osteoporosis, in both women and men, over time. The high sweat losses we go through flush out a lot of calcium, but other things also increase our calcium losses. I wonder if the common collar-bone (clavicle) snapping going on at our local races is due more to brittle bones, not just thrashing racers eager for a sprint finish victory.
One thing I've been doing to prevent bone weakening is following the Paleo Diet. One of the concepts it covers is blood acidity vs. alkalinity. Acidity leaches calcium from your bones, and many things can raise blood acidity including hard excercise and also many foods. I always try to balance acid-raising foods with alkaline foods whenever I eat. Sounds complicated, but it's as basic as eating vegetables with your meat, for instance. Spinach, interestingly, is one of the most alkaline foods around (Popeye was right!), and helps prevent blood acidity and resultant calcium loss (and helps you in other ways too). I eat spinach almost every day. I also take fish oil, in part for vitamin D but also for Omega-3. Eating alkaline foods after a hard workout is a great way to go too (try raisins or a banana!).
Another thing I've been doing is some gym training. Very basic, 15 minutes 2 or 3 times a week, using mostly just body weight and light weights. For my legs I also do squat jumps or bench jumps. Just silly-looking jumping for a minute or so. Mountain-biking helps too.
I had my bone density measured last year and it was quite high (the test person was impressed!). The test is very easy and involves a device that gently clamps over your heel bone and measures the density in that area.
Ordinary folks should pay attention to all of this, but we cyclists especially should. Other studies have shown that extremely athletic people don't live as long as those who excercise more moderately, apparently because of the problems that come from the excercise that the typical diet doesn't solve. Excercise releases free radicals and all kinds of other debris, and our diets should be extra-high in antioxidants and everything else nutritious to combat the negative effects.