An
American idiom:
To be cautious and cover all possibilities in a given situation or
plan or endeavor. To be aware of all consequences and be prepared for
them as best as possible.
This phrase obviously has a baseball origin. It's a reference to the
pitchers responsibility to make sure no one steals a base before his
pitch. With bases loaded, he obviously has to keep an eye on all
the bases.
See also leaving no stone unturned for a somewhat similiar definition.
Part of the American Idioms project on everything2