The different endings are triggered depending on how you overrun Chicago.
The obvious ending can be seen of course by taking over Chicago one by one, until you kill Santucci in the South Side.
Another way however is through Lola, your girl-friend! You can either treat her really bad or use her as a bait; in both cases, you'll end up finding her in Santucci's residence, where you get to kill him - regardless of what other parts of Chicago you already run. However, if you did treat Lola badly, you're in for a very bad surprise!
The third ending is still unknown.
CuriositiesOne of the manual pages lists the following as a FAQ:
If the sun's on fire, how come there isn't any smoke?