Tranny!!!
 

I have a 2001 cummins with an automatic. When my truck is cold it shifts fine but when it warms up it wont shift out of 3rd gear. I dont even know where to start:argh:

sounds like you could have a bad gov. press. sensor. It reads trans temp and pcm will inhibit o/d if it sees 275* Check codes for a trans over temp dtc. If you have access to a scan tool check trans temp reading. There is a resistor you can put into the trans temp signal wire to the pcm to fix this if its reading incorrectly. Or you can replace the sensor.

I second the governor pressure sensor and transducer. I bought mine from a local tranny shop they kept them in stock, they seem to have issues with them. After you pull the pan and the filter they are right there and don't take long to change.