I completely agree with everything said so far... Turning over source files isgenerally a bad idea. However, to play devil's advocate, if the customer is an rpg gamer and wants the originals in order to update them as changes occur throughout the campaign, I can understand the desire. Some types of changes would be extremely difficult and/or time consuming to make to a flattened image.

If you do decide to give over the originals just be sure to cover yourself (NDA, your name removed from product, no commercial brushes, etc). An increased fee would certainly be in order as well if source files weren't included in the original bid.