Little snitch and different network profiles
Little Snitch will tell you and allow you to do the following:


Informs you when an app or process trys to access "stuff" over the network
Allows you to set up and block communication by one of more of the following:

Protocol
Port
App or Process
destination address, IP address, or hostname, and more.



Unfortunately what it does not allow you to do is filter or create rules based on the "Location" or the current connection name as defined in OS X Network preferences (with the exception of "Local Network")

Other Firewall Software may allow you to do this, but this is a limitation of Little Snitch.

Littel Snitch 3 is now in preview mode, one among the new features is "Profiles" defined as follows:


  Profiles
  
  With Little Snitch 3, rules can optionally be arranged in separate profiles like “Home”, “Office” or “Internet Cafe”. Rules that are assigned to a particular profile are only effective if that profile is active. The active profile can be chosen conveniently from the status menu.
  
  This allows you to quickly switch between different sets of rules depending if you are at home, at the office or connected to a public network.