The interplay of quantum and classical fluctuations in the vicinity of a quantum critical point (QCP) gives rise to various regimes or phases with distinct quantum character. In this work, we show that the Rényi entropy is a precious tool to characterize the phase diagram of critical systems not only around the QCP but also away from it, thanks to its capability to detect the emergence of local moments at finite temperature. For an efficient evaluation of the Rényi entropy, we introduce an algorithm based on a path-integral Langevin dynamics combined with a previously proposed thermodynamic integration method built on regularized paths. We apply this framework to study the critical behavior of a linear chain of anharmonic oscillators, a particular realization of the phi^4 model. We fully resolved its phase diagram, as a function of both temperature and interaction strength. At finite temperature, we find a sequence of three regimes—para, disordered, and antiferro—met as the interaction is increased. The Rényi entropy divergence coincides with the crossover between the para and disordered regimes, which shows no temperature dependence. The occurrence of the antiferro regime, on the other hand, is temperature dependent. The two crossover lines merge in proximity of the QCP, at zero temperature, where the Rényi entropy is sharply peaked. Via its subsystem-size scaling, we confirm that the transition belongs to the two-dimensional Ising universality class. This phenomenology is expected to happen in all phi^4-like systems, as well as in the elusive water-ice transition across phases VII, VIII, and X.